-18.9%
KMB vs EFV
+26.9%
-45.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -8.6% | -0.5% | -8.1% | -8.4% |
| 30D | -7.5% | 0.0% | -7.5% | -7.5% |
| 3M | -0.6% | +8.4% | -9.1% | -3.4% |
| 6M | -1.5% | +12.3% | -13.9% | -5.9% |
| YTD | +1.6% | +17.4% | -15.8% | -3.6% |
| All | -18.9% | +26.9% | -45.8% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling