-16.7%
KMB vs ETHA
-29.6%
+12.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.9% |
| 7D | -2.7% | +2.7% | -5.4% | -2.7% |
| 30D | -5.0% | +29.4% | -34.4% | -4.8% |
| 3M | +6.6% | +47.2% | -40.6% | +7.0% |
| 6M | +1.0% | +25.4% | -24.4% | +1.4% |
| YTD | +6.0% | -16.5% | +22.5% | +6.2% |
| 1Y | -16.6% | -42.3% | +25.7% | -16.5% |
| All | -16.7% | -29.6% | +12.9% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling