+16.8%
KMB vs ESI
+307.6%
-290.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -2.7% | +5.4% | -8.1% | -3.1% |
| 30D | -5.0% | -4.2% | -0.8% | -4.8% |
| 3M | +6.6% | -9.6% | +16.2% | +6.9% |
| 6M | +1.0% | +18.3% | -17.4% | -1.3% |
| YTD | +6.0% | +45.8% | -39.9% | +1.7% |
| 1Y | -16.6% | +39.2% | -55.8% | -19.8% |
| 3Y | -8.6% | +86.3% | -94.9% | -15.3% |
| 5Y | -10.9% | +76.2% | -87.1% | -17.8% |
| 10Y | +16.8% | +306.8% | -289.9% | -1.7% |
| All | +16.8% | +307.6% | -290.8% | -1.7% |
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