-10.9%
KMB vs EFV
+96.3%
-107.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -2.7% | +1.0% | -3.7% | -3.0% |
| 30D | -5.0% | +0.2% | -5.2% | -5.1% |
| 3M | +6.6% | +9.6% | -3.1% | +3.7% |
| 6M | +1.0% | +14.0% | -13.1% | -3.0% |
| YTD | +6.0% | +18.5% | -12.5% | +0.7% |
| 1Y | -16.6% | +27.9% | -44.5% | -22.5% |
| 3Y | -8.6% | +92.4% | -101.1% | -24.6% |
| 5Y | -10.9% | +97.2% | -108.0% | -28.7% |
| All | -10.9% | +96.3% | -107.2% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling