+35.5%
KMB vs ENB
+108.4%
-73.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.6% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +9.1% | +1.4% | +7.7% | +8.7% |
| 3M | -0.4% | -5.2% | +4.8% | +0.7% |
| 6M | +13.0% | -9.9% | +22.9% | +15.5% |
| YTD | +10.3% | +4.7% | +5.7% | +8.7% |
| 1Y | +8.2% | +2.8% | +5.5% | +7.1% |
| 3Y | +0.4% | +71.3% | -70.9% | -12.1% |
| 5Y | -2.7% | +58.6% | -61.3% | -14.2% |
| All | +35.5% | +108.4% | -73.0% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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