+14.7%
KMB vs ETR
+288.4%
-273.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.7% |
| 7D | -8.6% | +0.4% | -9.0% | -8.7% |
| 30D | -7.5% | +2.0% | -9.6% | -8.2% |
| 3M | -0.6% | -1.7% | +1.1% | -0.2% |
| 6M | -1.5% | +3.6% | -5.1% | -3.1% |
| YTD | +1.6% | +18.0% | -16.4% | -4.6% |
| 1Y | -20.8% | +26.2% | -47.0% | -27.5% |
| 3Y | -12.4% | +148.0% | -160.4% | -38.8% |
| 5Y | -12.9% | +126.1% | -139.0% | -37.9% |
| 10Y | +14.7% | +302.3% | -287.6% | -37.0% |
| All | +14.7% | +288.4% | -273.7% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling