-8.0%
KMB vs ESI
+72.3%
-80.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.7% |
| 7D | -3.0% | +3.3% | -6.4% | -3.2% |
| 30D | -5.5% | -5.9% | +0.4% | -5.2% |
| 3M | +14.0% | -14.1% | +28.1% | +14.4% |
| 6M | +4.1% | +6.6% | -2.5% | +2.3% |
| YTD | +8.0% | +45.0% | -37.0% | +3.6% |
| 1Y | -13.7% | +41.5% | -55.2% | -17.3% |
| 3Y | -5.9% | +78.8% | -84.7% | -13.3% |
| All | -8.0% | +72.3% | -80.4% | -17.5% |
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