+7.9%
KMB vs ESI
+22.6%
-14.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.7% |
| 7D | -3.0% | +8.3% | -11.3% | -2.3% |
| 30D | +9.1% | -10.4% | +19.5% | +8.3% |
| 3M | -0.4% | -13.2% | +12.8% | -1.2% |
| 6M | +13.0% | -23.9% | +36.8% | +11.4% |
| YTD | +10.3% | +34.2% | -23.9% | +6.7% |
| All | +7.9% | +22.6% | -14.7% | +4.7% |
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 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