+13.8%
KMB vs EFV
+167.0%
-153.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -7.7% | -2.0% | -5.7% | -7.0% |
| 30D | -8.2% | -0.2% | -8.0% | -8.1% |
| 3M | -1.9% | +9.1% | -11.0% | -4.8% |
| 6M | -0.7% | +11.7% | -12.4% | -4.5% |
| YTD | +1.4% | +17.0% | -15.7% | -4.1% |
| 1Y | -19.1% | +26.7% | -45.8% | -25.6% |
| 3Y | -12.6% | +90.2% | -102.7% | -30.4% |
| 5Y | -12.7% | +96.1% | -108.7% | -31.8% |
| All | +13.8% | +167.0% | -153.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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