+1,881.2%
KMB vs ES
+1,275.7%
+605.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.5% | +1.0% |
| 7D | +0.4% | +5.9% | -5.5% | -1.1% |
| 30D | +14.1% | +10.2% | +3.9% | +11.2% |
| 3M | -0.5% | +0.4% | -0.9% | -0.7% |
| 6M | +16.6% | +6.9% | +9.7% | +14.5% |
| YTD | +13.7% | +10.5% | +3.2% | +10.5% |
| 1Y | +16.1% | +3.2% | +12.9% | +14.5% |
| 3Y | +4.7% | +49.0% | -44.4% | -7.4% |
| 5Y | +1.5% | +4.5% | -2.9% | -2.0% |
| 10Y | +40.5% | +92.3% | -51.8% | +16.7% |
| All | +1,881.2% | +1,275.7% | +605.4% | +959.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling