-16.6%
KMB vs ED
+14.2%
-30.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.3% |
| YTD | +6.0% | +11.7% | -5.7% | -1.6% |
| 1Y | -16.6% | +15.7% | -32.4% | -25.0% |
| All | -16.6% | +14.2% | -30.9% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling