+17.0%
KMB vs EQX
+244.1%
-227.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.2% |
| 7D | -8.6% | +1.7% | -10.3% | -8.7% |
| 30D | -7.5% | +11.1% | -18.6% | -7.8% |
| 3M | -0.6% | +23.1% | -23.7% | -1.3% |
| 6M | -1.5% | -21.8% | +20.3% | -1.1% |
| YTD | +1.6% | -8.1% | +9.7% | +1.6% |
| 1Y | -20.8% | +29.7% | -50.5% | -21.6% |
| 3Y | -12.4% | +179.9% | -192.3% | -15.8% |
| 5Y | -12.9% | +82.5% | -95.4% | -16.8% |
| All | +17.0% | +244.1% | -227.1% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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