+5.4%
KMB vs ETR
+153.6%
-148.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.0% |
| 7D | +3.4% | +1.7% | +1.7% | +3.0% |
| 30D | +14.7% | +8.7% | +5.9% | +12.8% |
| 3M | +3.3% | +4.9% | -1.6% | +2.2% |
| 6M | +16.8% | +0.8% | +16.0% | +16.5% |
| YTD | +15.2% | +23.1% | -7.9% | +10.3% |
| 1Y | +13.3% | +17.9% | -4.6% | +9.4% |
| 3Y | +5.4% | +154.5% | -149.1% | -20.7% |
| All | +5.4% | +153.6% | -148.1% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling