-12.9%
KMB vs ETSY
-66.8%
+53.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -4.0% |
| 7D | -8.6% | -12.9% | +4.3% | -8.0% |
| 30D | -7.5% | -11.5% | +3.9% | -7.0% |
| 3M | -0.6% | +3.5% | -4.2% | -0.7% |
| 6M | -1.5% | +27.6% | -29.2% | -2.6% |
| YTD | +1.6% | +28.4% | -26.8% | +0.4% |
| 1Y | -20.8% | +27.1% | -47.9% | -21.8% |
| 3Y | -12.4% | +6.0% | -18.4% | -13.7% |
| 5Y | -12.9% | -67.1% | +54.2% | -17.1% |
| All | -12.9% | -66.8% | +53.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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