-1.3%
KMB vs ECL
+38.6%
-39.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.6% |
| 7D | +0.9% | +2.9% | -1.9% | 0.0% |
| 30D | +10.1% | +7.5% | +2.6% | +7.6% |
| 3M | 0.0% | +12.2% | -12.2% | -3.5% |
| 6M | +15.7% | +24.6% | -8.9% | +8.4% |
| YTD | +12.6% | +18.8% | -6.1% | +6.9% |
| 1Y | +10.1% | +19.3% | -9.2% | +4.3% |
| 3Y | +2.1% | +78.2% | -76.1% | -13.1% |
| All | -1.3% | +38.6% | -39.9% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling