-20.8%
KMB vs ESI
+38.0%
-58.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.2% |
| 7D | -8.6% | +3.9% | -12.5% | -8.4% |
| 30D | -7.5% | -3.8% | -3.8% | -7.7% |
| 3M | -0.6% | -13.1% | +12.5% | -1.7% |
| 6M | -1.5% | +11.3% | -12.9% | -3.6% |
| YTD | +1.6% | +44.1% | -42.5% | +1.1% |
| 1Y | -20.8% | +40.3% | -61.1% | -21.9% |
| All | -20.8% | +38.0% | -58.8% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling