+38.7%
KMB vs ED
+132.0%
-93.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | +3.4% | -0.1% | +3.5% | +3.5% |
| 30D | +14.7% | +11.6% | +3.1% | +8.8% |
| 3M | +3.3% | +10.5% | -7.3% | -1.6% |
| 6M | +16.8% | +13.2% | +3.6% | +10.0% |
| YTD | +15.2% | +22.1% | -6.9% | +4.4% |
| 1Y | +13.3% | +24.2% | -10.9% | +1.7% |
| 3Y | +5.4% | +46.9% | -41.5% | -13.3% |
| 5Y | +2.7% | +80.8% | -78.1% | -24.5% |
| 10Y | +38.7% | +134.3% | -95.6% | -11.4% |
| All | +38.7% | +132.0% | -93.4% | -11.4% |
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