+1,782.5%
KMB vs ES
+1,243.3%
+539.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | -5.5% | -2.0% | -3.5% | -5.0% |
| 3M | +14.0% | +1.7% | +12.3% | +13.5% |
| 6M | +4.1% | -3.5% | +7.6% | +5.0% |
| YTD | +8.0% | +7.9% | +0.1% | +5.7% |
| 1Y | -13.7% | +17.2% | -30.9% | -17.8% |
| 3Y | -5.9% | +29.3% | -35.3% | -13.7% |
| 5Y | -8.6% | -5.7% | -2.9% | -9.4% |
| 10Y | +17.3% | +85.2% | -67.9% | -1.7% |
| All | +1,782.5% | +1,243.3% | +539.2% | +913.3% |
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