+13.8%
KMB vs ELV
+278.2%
-264.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -1.1% |
| 7D | -7.7% | +0.9% | -8.5% | -7.8% |
| 30D | -8.2% | +7.2% | -15.4% | -9.3% |
| 3M | -1.9% | +3.4% | -5.3% | -2.7% |
| 6M | -0.7% | +48.6% | -49.3% | -7.5% |
| YTD | +1.4% | +20.6% | -19.2% | -2.7% |
| 1Y | -19.1% | +38.5% | -57.6% | -24.4% |
| 3Y | -12.6% | -2.4% | -10.2% | -14.0% |
| 5Y | -12.7% | +25.3% | -38.0% | -19.1% |
| All | +13.8% | +278.2% | -264.4% | -6.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling