+1,852.5%
KMB vs ENB
+11,281.5%
-9,429.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +0.1% | -1.8% | +1.8% | +0.4% |
| 30D | +10.2% | +2.0% | +8.2% | +9.8% |
| 3M | +1.5% | -5.8% | +7.3% | +2.4% |
| 6M | +16.6% | -9.7% | +26.3% | +18.5% |
| YTD | +12.1% | +4.2% | +7.8% | +11.0% |
| 1Y | +11.1% | +3.2% | +7.8% | +10.2% |
| 3Y | +1.9% | +70.6% | -68.7% | -7.1% |
| 5Y | -1.3% | +55.1% | -56.4% | -9.1% |
| 10Y | +37.8% | +107.6% | -69.8% | +17.9% |
| All | +1,852.5% | +11,281.5% | -9,429.0% | +1,041.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling