-1.3%
KMB vs ESI
+36.5%
-37.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | +0.9% | +5.5% | -4.6% | +0.8% |
| 30D | +10.1% | -7.8% | +17.8% | +10.2% |
| 3M | 0.0% | -15.0% | +15.0% | +0.5% |
| 6M | +15.7% | -24.9% | +40.6% | +16.6% |
| YTD | +12.6% | +33.2% | -20.6% | +8.2% |
| 1Y | +10.1% | +24.9% | -14.8% | +6.2% |
| 3Y | +2.1% | +77.8% | -75.6% | -6.6% |
| All | -1.3% | +36.5% | -37.8% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling