-20.1%
KMB vs ETHA
-30.1%
+10.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.1% |
| 7D | -8.6% | +2.9% | -11.5% | -8.6% |
| 30D | -7.5% | +31.4% | -38.9% | -7.3% |
| 3M | -0.6% | +48.9% | -49.5% | -0.2% |
| 6M | -1.5% | +20.9% | -22.4% | -1.2% |
| YTD | +1.6% | -17.2% | +18.8% | +1.8% |
| 1Y | -20.8% | -42.8% | +22.0% | -20.7% |
| All | -20.1% | -30.1% | +10.0% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling