+1,844.7%
KMB vs ED
+2,460.7%
-616.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -0.9% |
| 7D | +0.5% | +1.6% | -1.2% | -0.2% |
| 30D | +12.4% | +13.3% | -0.9% | +7.0% |
| 3M | +1.0% | +9.7% | -8.7% | -2.7% |
| 6M | +12.1% | +12.8% | -0.6% | +6.9% |
| YTD | +11.6% | +22.3% | -10.7% | +2.9% |
| 1Y | +13.1% | +26.3% | -13.2% | +2.9% |
| 3Y | +1.6% | +45.0% | -43.5% | -12.9% |
| 5Y | -0.3% | +80.2% | -80.5% | -22.1% |
| 10Y | +37.9% | +129.9% | -91.9% | -3.4% |
| All | +1,844.7% | +2,460.7% | -616.0% | +489.5% |
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