+3.7%
KMB vs EFX
+4.3%
-0.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +6.0% | +0.3% | +5.8% | +6.0% |
| 30D | +13.5% | +29.1% | -15.6% | +9.1% |
| 3M | +3.8% | +4.3% | -0.5% | +2.7% |
| 6M | +15.6% | +7.7% | +7.9% | +13.7% |
| YTD | +14.0% | -12.5% | +26.5% | +14.1% |
| 1Y | +12.9% | -8.8% | +21.8% | +12.5% |
| 3Y | +3.7% | +4.3% | -0.6% | +4.5% |
| All | +3.7% | +4.3% | -0.6% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling