-8.0%
KMB vs ENB
+69.5%
-77.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -5.5% | -2.2% | -3.2% | -5.0% |
| 3M | +14.0% | -10.5% | +24.5% | +16.8% |
| 6M | +4.1% | -5.1% | +9.2% | +5.1% |
| YTD | +8.0% | +9.0% | -0.9% | +5.4% |
| 1Y | -13.7% | +8.2% | -22.0% | -15.8% |
| 3Y | -5.9% | +67.8% | -73.7% | -16.6% |
| All | -8.0% | +69.5% | -77.5% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling