+14.1%
KMB vs ELV
+258.8%
-244.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.9% |
| 7D | -8.6% | -2.2% | -6.4% | -8.3% |
| 30D | -7.5% | -0.2% | -7.3% | -7.5% |
| 3M | -0.6% | -6.1% | +5.5% | +0.1% |
| 6M | -1.5% | +42.8% | -44.4% | -7.7% |
| YTD | +1.6% | +14.4% | -12.8% | -1.6% |
| 1Y | -20.8% | +28.6% | -49.4% | -25.0% |
| 3Y | -12.4% | -7.4% | -5.0% | -13.1% |
| 5Y | -12.9% | +14.5% | -27.4% | -18.1% |
| All | +14.1% | +258.8% | -244.7% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling