+1,782.5%
KMB vs ENB
+11,799.4%
-10,016.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.5% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -5.5% | -2.2% | -3.2% | -5.1% |
| 3M | +14.0% | -10.5% | +24.5% | +16.0% |
| 6M | +4.1% | -5.1% | +9.2% | +4.8% |
| YTD | +8.0% | +9.0% | -0.9% | +6.3% |
| 1Y | -13.7% | +8.2% | -22.0% | -15.1% |
| 3Y | -5.9% | +67.8% | -73.7% | -14.1% |
| 5Y | -8.6% | +69.4% | -78.0% | -17.1% |
| 10Y | +17.3% | +117.5% | -100.2% | -0.4% |
| All | +1,782.5% | +11,799.4% | -10,016.8% | +992.9% |
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