+2.7%
KMB vs ENPH
-88.1%
+90.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +3.2% |
| 7D | +3.4% | +4.1% | -0.7% | +3.3% |
| 30D | +14.7% | -11.4% | +26.1% | +14.8% |
| 3M | +3.3% | -30.5% | +33.8% | +3.8% |
| 6M | +16.8% | -20.2% | +37.0% | +16.2% |
| YTD | +15.2% | -9.3% | +24.5% | +14.0% |
| 1Y | +13.3% | -3.8% | +17.1% | +11.9% |
| 3Y | +5.4% | -61.5% | +67.0% | +5.5% |
| 5Y | +2.7% | -87.9% | +90.6% | +4.6% |
| All | +2.7% | -88.1% | +90.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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