+353.6%
KMB vs ENTG
+1,234.5%
-880.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -2.0% |
| 7D | -3.0% | +2.8% | -5.9% | -3.2% |
| 30D | -5.5% | -4.7% | -0.8% | -5.3% |
| 3M | +14.0% | -0.7% | +14.7% | +13.1% |
| 6M | +4.1% | +7.7% | -3.6% | +2.4% |
| YTD | +8.0% | +65.1% | -57.0% | +3.0% |
| 1Y | -13.7% | +74.8% | -88.5% | -18.4% |
| 3Y | -5.9% | +36.9% | -42.8% | -11.1% |
| 5Y | -8.6% | +16.1% | -24.7% | -14.4% |
| 10Y | +17.3% | +740.3% | -723.1% | -7.4% |
| All | +353.6% | +1,234.5% | -880.9% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling