+1,886.5%
KMB vs ED
+2,476.3%
-589.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +6.0% | +2.1% | +3.9% | +5.2% |
| 30D | +13.5% | +12.4% | +1.1% | +8.4% |
| 3M | +3.8% | +13.1% | -9.4% | -1.2% |
| 6M | +15.6% | +14.1% | +1.5% | +9.7% |
| YTD | +14.0% | +23.1% | -9.0% | +4.8% |
| 1Y | +12.9% | +25.4% | -12.5% | +3.0% |
| 3Y | +3.7% | +47.9% | -44.1% | -11.8% |
| 5Y | -0.1% | +81.9% | -81.9% | -22.2% |
| 10Y | +41.1% | +141.3% | -100.1% | -2.9% |
| All | +1,886.5% | +2,476.3% | -589.7% | +500.6% |
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