-5.6%
KMB vs EL
-31.7%
+26.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -1.9% |
| 7D | -3.0% | +0.8% | -3.8% | -3.1% |
| 30D | -5.5% | +19.8% | -25.3% | -7.3% |
| 3M | +14.0% | +25.7% | -11.7% | +11.2% |
| 6M | +4.1% | +5.4% | -1.4% | +2.8% |
| YTD | +8.0% | +0.2% | +7.8% | +6.7% |
| 1Y | -13.7% | +20.4% | -34.2% | -16.4% |
| All | -5.6% | -31.7% | +26.1% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling