+1,782.5%
KMB vs ED
+2,217.3%
-434.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -3.0% | -0.2% | -2.9% | -3.0% |
| 30D | -5.5% | -0.1% | -5.3% | -5.5% |
| 3M | +14.0% | +3.9% | +10.1% | +12.3% |
| 6M | +4.1% | -3.0% | +7.1% | +5.3% |
| YTD | +8.0% | +10.7% | -2.6% | +3.6% |
| 1Y | -13.7% | +13.3% | -27.1% | -18.1% |
| 3Y | -5.9% | +34.5% | -40.4% | -17.0% |
| 5Y | -8.6% | +67.1% | -75.8% | -26.4% |
| 10Y | +17.3% | +103.0% | -85.8% | -13.9% |
| All | +1,782.5% | +2,217.3% | -434.8% | +493.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling