-10.9%
KMB vs EFX
-35.1%
+24.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | -1.5% |
| 7D | -2.7% | -7.8% | +5.1% | -1.6% |
| 30D | -5.0% | -5.7% | +0.7% | -4.3% |
| 3M | +6.6% | +2.5% | +4.0% | +6.1% |
| 6M | +1.0% | -16.7% | +17.6% | +3.0% |
| YTD | +6.0% | -20.2% | +26.1% | +8.3% |
| 1Y | -16.6% | -31.4% | +14.8% | -13.1% |
| 3Y | -8.6% | -10.5% | +1.9% | -9.7% |
| 5Y | -10.9% | -35.2% | +24.4% | -14.0% |
| All | -10.9% | -35.1% | +24.2% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling