-15.0%
KMB vs ETHA
-30.3%
+15.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.6% |
| 7D | -3.0% | +0.8% | -3.9% | -3.0% |
| 30D | -5.5% | +27.9% | -33.4% | -5.2% |
| 3M | +14.0% | +38.3% | -24.3% | +14.4% |
| 6M | +4.1% | +14.0% | -9.9% | +4.4% |
| YTD | +8.0% | -17.4% | +25.5% | +8.3% |
| 1Y | -13.7% | -42.7% | +28.9% | -13.6% |
| All | -15.0% | -30.3% | +15.3% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling