+16.8%
KMB vs ENB
+103.5%
-86.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -5.0% | -0.2% | -4.8% | -5.0% |
| 3M | +6.6% | -7.5% | +14.1% | +8.4% |
| 6M | +1.0% | -4.1% | +5.1% | +1.8% |
| YTD | +6.0% | +9.8% | -3.8% | +3.3% |
| 1Y | -16.6% | +8.7% | -25.3% | -18.6% |
| 3Y | -8.6% | +79.0% | -87.6% | -20.9% |
| 5Y | -10.9% | +69.1% | -79.9% | -22.6% |
| 10Y | +16.8% | +96.5% | -79.7% | -6.4% |
| All | +16.8% | +103.5% | -86.7% | -6.4% |
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