+71.9%
KMB vs ESI
+182.6%
-110.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -1.9% |
| 7D | +0.5% | -8.5% | +9.0% | +0.9% |
| 30D | +12.4% | -15.7% | +28.0% | +13.2% |
| 3M | +1.0% | -18.2% | +19.2% | +1.9% |
| 6M | +12.1% | -28.8% | +41.0% | +13.7% |
| YTD | +11.6% | +26.3% | -14.6% | +8.6% |
| 1Y | +13.1% | +18.2% | -5.1% | +10.5% |
| 3Y | +1.6% | +68.1% | -66.5% | -3.9% |
| 5Y | -0.3% | +28.8% | -29.1% | -4.8% |
| 10Y | +37.9% | +329.8% | -291.9% | +19.8% |
| All | +71.9% | +182.6% | -110.7% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling