+16.8%
KMB vs EL
+31.4%
-14.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.6% |
| 7D | -2.7% | +1.7% | -4.4% | -3.0% |
| 30D | -5.0% | +15.5% | -20.5% | -7.3% |
| 3M | +6.6% | +20.6% | -14.0% | +3.3% |
| 6M | +1.0% | +10.5% | -9.5% | -1.3% |
| YTD | +6.0% | -1.9% | +7.8% | +4.8% |
| 1Y | -16.6% | +16.1% | -32.7% | -19.9% |
| 3Y | -8.6% | -30.2% | +21.6% | -7.1% |
| 5Y | -10.9% | -67.4% | +56.5% | +3.6% |
| 10Y | +16.8% | +31.2% | -14.4% | -8.7% |
| All | +16.8% | +31.4% | -14.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling