-8.0%
KMB vs ENTG
+15.6%
-23.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -1.6% |
| 7D | -3.0% | +2.8% | -5.9% | -3.1% |
| 30D | -5.5% | -4.7% | -0.8% | -5.5% |
| 3M | +14.0% | -0.7% | +14.7% | +13.8% |
| 6M | +4.1% | +7.7% | -3.6% | +3.6% |
| YTD | +8.0% | +65.1% | -57.0% | +6.8% |
| 1Y | -13.7% | +74.8% | -88.5% | -15.0% |
| 3Y | -5.9% | +36.9% | -42.8% | -7.5% |
| All | -8.0% | +15.6% | -23.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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