+384.4%
KMB vs ELV
+2,593.2%
-2,208.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.1% | -1.1% | +1.1% | +0.2% |
| 30D | +10.2% | +1.8% | +8.5% | +9.9% |
| 3M | +1.5% | +10.5% | -9.0% | -0.3% |
| 6M | +16.6% | +13.5% | +3.2% | +13.7% |
| YTD | +12.1% | +24.3% | -12.3% | +6.8% |
| 1Y | +11.1% | +38.9% | -27.9% | +3.7% |
| 3Y | +1.9% | -1.5% | +3.4% | -0.2% |
| 5Y | -1.3% | +7.3% | -8.6% | -5.8% |
| 10Y | +37.8% | +268.7% | -230.9% | +1.1% |
| All | +384.4% | +2,593.2% | -2,208.7% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling