+1,886.5%
KMB vs EFX
+6,819.2%
-4,932.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | +3.8% | +4.3% | -0.5% | +2.7% |
| 6M | +15.6% | +7.7% | +7.9% | +13.5% |
| YTD | +14.0% | -12.5% | +26.5% | +15.5% |
| 1Y | +12.9% | -8.8% | +21.8% | +13.5% |
| 3Y | +3.7% | +4.3% | -0.6% | -0.4% |
| 5Y | -0.1% | -29.4% | +29.3% | +1.4% |
| 10Y | +41.1% | +78.1% | -37.0% | +16.4% |
| All | +1,886.5% | +6,819.2% | -4,932.7% | +784.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling