+16.8%
KMB vs ED
+104.2%
-87.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.4% |
| 7D | -2.7% | +0.5% | -3.3% | -3.0% |
| 30D | -5.0% | +1.1% | -6.1% | -5.6% |
| 3M | +6.6% | +4.6% | +1.9% | +4.3% |
| 6M | +1.0% | -2.0% | +2.9% | +1.8% |
| YTD | +6.0% | +11.7% | -5.7% | +0.2% |
| 1Y | -16.6% | +15.7% | -32.4% | -22.5% |
| 3Y | -8.6% | +34.4% | -43.0% | -21.6% |
| 5Y | -10.9% | +67.3% | -78.2% | -31.9% |
| 10Y | +16.8% | +104.0% | -87.2% | -20.4% |
| All | +16.8% | +104.2% | -87.4% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling