+708.6%
KMB vs EL
+1,792.3%
-1,083.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -2.3% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | +12.4% | +16.5% | -4.1% | +8.9% |
| 3M | +1.0% | +29.2% | -28.2% | -4.4% |
| 6M | +12.1% | +27.9% | -15.8% | +6.1% |
| YTD | +11.6% | +6.2% | +5.4% | +8.2% |
| 1Y | +13.1% | +27.2% | -14.1% | +5.5% |
| 3Y | +1.6% | +3.2% | -1.6% | -5.4% |
| 5Y | -0.3% | -66.0% | +65.7% | +15.0% |
| 10Y | +37.9% | +58.3% | -20.4% | +7.0% |
| All | +708.6% | +1,792.3% | -1,083.7% | +269.5% |
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