-0.6%
KMB vs ETR
+152.2%
-152.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +12.4% | +7.5% | +4.8% | +10.2% |
| 3M | +1.0% | +4.4% | -3.4% | -0.2% |
| 6M | +12.1% | -1.5% | +13.7% | +12.5% |
| YTD | +11.6% | +21.8% | -10.2% | +5.4% |
| 1Y | +13.1% | +18.4% | -5.3% | +7.6% |
| 3Y | +1.6% | +148.5% | -146.9% | -25.6% |
| All | -0.6% | +152.2% | -152.7% | -30.8% |
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