+682.7%
KMB vs EL
+1,685.7%
-1,003.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.2% |
| 7D | -3.0% | +0.8% | -3.8% | -3.2% |
| 30D | -5.5% | +19.8% | -25.3% | -9.1% |
| 3M | +14.0% | +25.7% | -11.7% | +8.5% |
| 6M | +4.1% | +5.4% | -1.4% | +2.0% |
| YTD | +8.0% | +0.2% | +7.8% | +6.1% |
| 1Y | -13.7% | +20.4% | -34.2% | -18.8% |
| 3Y | -5.9% | -32.1% | +26.2% | -4.6% |
| 5Y | -8.6% | -67.2% | +58.6% | +6.0% |
| 10Y | +17.3% | +31.7% | -14.5% | -5.2% |
| All | +682.7% | +1,685.7% | -1,003.0% | +262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling