+2.7%
KMB vs ES
+2.9%
-0.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | +3.4% | -0.1% | +3.5% | +3.5% |
| 30D | +14.7% | +5.7% | +9.0% | +12.7% |
| 3M | +3.3% | -2.8% | +6.1% | +4.1% |
| 6M | +16.8% | +7.0% | +9.8% | +14.5% |
| YTD | +15.2% | +6.8% | +8.4% | +12.7% |
| 1Y | +13.3% | -0.5% | +13.8% | +12.8% |
| 3Y | +5.4% | +47.2% | -41.7% | -9.3% |
| 5Y | +2.7% | +2.3% | +0.5% | -1.9% |
| All | +2.7% | +2.9% | -0.2% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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