+66.4%
KMB vs ESI
+224.6%
-158.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.8% |
| 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% | +14.6% |
| 6M | +4.1% | +6.6% | -2.5% | +2.9% |
| YTD | +8.0% | +45.0% | -37.0% | +4.6% |
| 1Y | -13.7% | +41.5% | -55.2% | -16.5% |
| 3Y | -5.9% | +78.8% | -84.7% | -11.1% |
| 5Y | -8.6% | +70.9% | -79.5% | -14.0% |
| 10Y | +17.3% | +317.1% | -299.8% | +2.0% |
| All | +66.4% | +224.6% | -158.2% | +56.8% |
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