+41.1%
KMB vs EL
+60.9%
-19.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | +6.0% | +7.6% | -1.6% | +4.8% |
| 30D | +13.5% | +15.7% | -2.2% | +10.9% |
| 3M | +3.8% | +30.5% | -26.8% | -0.6% |
| 6M | +15.6% | +32.5% | -17.0% | +10.2% |
| YTD | +14.0% | +9.4% | +4.6% | +10.8% |
| 1Y | +12.9% | +28.4% | -15.4% | +6.9% |
| 3Y | +3.7% | +4.4% | -0.7% | -1.6% |
| 5Y | -0.1% | -64.5% | +64.4% | +14.7% |
| 10Y | +41.1% | +64.9% | -23.7% | +7.3% |
| All | +41.1% | +60.9% | -19.7% | +7.3% |
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