+1,782.5%
KMB vs ETR
+4,412.2%
-2,629.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.0% | +1.4% | -4.5% | -3.4% |
| 30D | -5.5% | +1.0% | -6.5% | -5.7% |
| 3M | +14.0% | -1.3% | +15.2% | +14.3% |
| 6M | +4.1% | +1.9% | +2.2% | +3.3% |
| YTD | +8.0% | +18.2% | -10.1% | +2.9% |
| 1Y | -13.7% | +24.7% | -38.4% | -19.2% |
| 3Y | -5.9% | +150.7% | -156.6% | -28.2% |
| 5Y | -8.6% | +127.0% | -135.6% | -28.9% |
| 10Y | +17.3% | +295.5% | -278.2% | -22.4% |
| All | +1,782.5% | +4,412.2% | -2,629.7% | +564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling