+1,844.7%
KMB vs ECL
+14,051.7%
-12,207.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.3% |
| 7D | +0.5% | -0.8% | +1.2% | +0.7% |
| 30D | +12.4% | +8.1% | +4.3% | +9.7% |
| 3M | +1.0% | +6.4% | -5.4% | -0.9% |
| 6M | +12.1% | +14.8% | -2.6% | +7.5% |
| YTD | +11.6% | +15.5% | -3.8% | +6.7% |
| 1Y | +13.1% | +20.1% | -7.0% | +6.7% |
| 3Y | +1.6% | +77.8% | -76.2% | -15.8% |
| 5Y | -0.3% | +37.9% | -38.2% | -12.3% |
| 10Y | +37.9% | +202.7% | -164.7% | -8.1% |
| All | +1,844.7% | +14,051.7% | -12,207.0% | +392.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling