+13.6%
KMB vs ELV
+42.6%
-29.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.9% | -0.8% | +3.6% |
| 7D | +0.4% | +4.8% | -4.4% | -0.1% |
| 30D | +14.0% | +10.1% | +4.0% | +13.3% |
| 3M | -1.3% | +15.4% | -16.7% | -2.2% |
| 6M | +16.7% | +17.7% | -1.0% | +15.4% |
| YTD | +12.0% | +25.7% | -13.7% | +9.4% |
| 1Y | +13.6% | +39.9% | -26.2% | +8.9% |
| All | +13.6% | +42.6% | -29.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling