+42.9%
KMB vs ETSY
+134.9%
-92.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -1.7% |
| 7D | -2.7% | -10.9% | +8.2% | -2.2% |
| 30D | -5.0% | -14.9% | +9.9% | -4.4% |
| 3M | +6.6% | +5.8% | +0.8% | +6.3% |
| 6M | +1.0% | +29.1% | -28.1% | -0.2% |
| YTD | +6.0% | +31.3% | -25.4% | +4.5% |
| 1Y | -16.6% | +25.1% | -41.7% | -17.8% |
| 3Y | -8.6% | +8.5% | -17.1% | -10.1% |
| 5Y | -10.9% | -66.1% | +55.2% | -9.8% |
| 10Y | +16.8% | +410.3% | -393.5% | +2.7% |
| All | +42.9% | +134.9% | -92.0% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling