-19.1%
KMB vs ETHA
-43.9%
+24.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.7% | -2.4% | -5.3% | -7.7% |
| 30D | -8.2% | +30.9% | -39.1% | -8.2% |
| 3M | -1.9% | +51.1% | -53.0% | -1.9% |
| 6M | -0.7% | +20.5% | -21.2% | -0.3% |
| YTD | +1.4% | -17.3% | +18.6% | +2.6% |
| 1Y | -19.1% | -43.2% | +24.1% | -15.4% |
| All | -19.1% | -43.9% | +24.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling