+12.1%
KMB vs ESI
-29.2%
+41.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -1.4% |
| 7D | +0.5% | -8.5% | +9.0% | -1.3% |
| 30D | +12.4% | -15.7% | +28.0% | +9.0% |
| 3M | +1.0% | -18.2% | +19.2% | -2.7% |
| 6M | +12.1% | -28.8% | +41.0% | +5.0% |
| All | +12.1% | -29.2% | +41.3% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling