+1,844.7%
KMB vs ENB
+11,039.2%
-9,194.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.4% |
| 7D | +0.5% | -5.2% | +5.7% | +1.4% |
| 30D | +12.4% | +2.2% | +10.2% | +12.0% |
| 3M | +1.0% | -8.1% | +9.0% | +2.3% |
| 6M | +12.1% | -11.2% | +23.3% | +14.2% |
| YTD | +11.6% | +2.0% | +9.6% | +11.0% |
| 1Y | +13.1% | +4.1% | +9.0% | +12.1% |
| 3Y | +1.6% | +64.7% | -63.2% | -6.9% |
| 5Y | -0.3% | +46.6% | -46.9% | -7.4% |
| 10Y | +37.9% | +102.7% | -64.8% | +18.5% |
| All | +1,844.7% | +11,039.2% | -9,194.4% | +1,041.3% |
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