-10.9%
KMB vs ETR
+129.9%
-140.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.2% |
| 7D | -2.7% | +1.4% | -4.1% | -3.1% |
| 30D | -5.0% | +1.9% | -6.9% | -5.5% |
| 3M | +6.6% | +1.0% | +5.6% | +6.2% |
| 6M | +1.0% | +4.8% | -3.9% | -0.6% |
| YTD | +6.0% | +19.5% | -13.6% | +0.4% |
| 1Y | -16.6% | +28.1% | -44.7% | -22.7% |
| 3Y | -8.6% | +151.1% | -159.8% | -33.7% |
| 5Y | -10.9% | +125.2% | -136.0% | -34.5% |
| All | -10.9% | +129.9% | -140.8% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling