+16.6%
KMB vs ES
+5.8%
+10.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.5% | +0.3% |
| 7D | +0.4% | +5.9% | -5.5% | -2.8% |
| 30D | +14.1% | +10.2% | +3.9% | +8.0% |
| 3M | -0.5% | +0.4% | -0.9% | -0.9% |
| 6M | +16.6% | +6.9% | +9.7% | +14.2% |
| All | +16.6% | +5.8% | +10.8% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling