+38.7%
KMB vs ESI
+323.5%
-284.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +2.9% |
| 7D | +3.4% | -3.5% | +6.9% | +3.5% |
| 30D | +14.7% | -9.3% | +23.9% | +15.2% |
| 3M | +3.3% | -12.8% | +16.1% | +3.9% |
| 6M | +16.8% | -24.6% | +41.4% | +18.2% |
| YTD | +15.2% | +32.7% | -17.5% | +10.9% |
| 1Y | +13.3% | +20.3% | -7.0% | +9.9% |
| 3Y | +5.4% | +80.2% | -74.8% | -2.5% |
| 5Y | +2.7% | +40.0% | -37.2% | -3.8% |
| 10Y | +38.7% | +310.8% | -272.1% | +15.3% |
| All | +38.7% | +323.5% | -284.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling