+28.8%
KMB vs EQH
+234.7%
-205.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | -8.8% | +2.8% | -11.6% | -9.1% |
| 3M | -2.2% | +23.1% | -25.3% | -4.4% |
| 6M | +0.7% | +41.4% | -40.7% | -3.1% |
| YTD | +1.0% | +14.3% | -13.2% | -0.8% |
| 1Y | -20.3% | +1.6% | -21.9% | -20.9% |
| 3Y | -13.3% | +102.7% | -116.0% | -21.4% |
| 5Y | -12.9% | +104.5% | -117.5% | -22.2% |
| All | +28.8% | +234.7% | -205.9% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 10y: compounded portfolio wealth divided by compounded EQH 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…
10y analysis · Full analysis span regression · 6 months rolling