+13.6%
KMB vs EFX
-7.5%
+21.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.8% | +3.6% |
| 7D | +0.4% | +9.2% | -8.8% | -1.5% |
| 30D | +14.0% | +34.8% | -20.8% | +7.4% |
| 3M | -1.3% | +8.8% | -10.2% | -3.5% |
| 6M | +16.7% | +12.3% | +4.4% | +13.4% |
| YTD | +12.0% | -10.6% | +22.6% | +7.9% |
| 1Y | +13.6% | -6.7% | +20.4% | +8.9% |
| All | +13.6% | -7.5% | +21.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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