-12.9%
KMB vs ET
+242.4%
-255.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.1% |
| 7D | -8.6% | +0.6% | -9.3% | -8.6% |
| 30D | -7.5% | +5.3% | -12.8% | -7.7% |
| 3M | -0.6% | +15.6% | -16.3% | -1.2% |
| 6M | -1.5% | +20.6% | -22.2% | -2.3% |
| YTD | +1.6% | +38.5% | -36.9% | +0.2% |
| 1Y | -20.8% | +35.7% | -56.5% | -21.8% |
| 3Y | -12.4% | +98.4% | -110.8% | -15.5% |
| 5Y | -12.9% | +245.3% | -258.2% | -15.0% |
| All | -12.9% | +242.4% | -255.3% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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