-14.8%
KMB vs EXE
+3.1%
-17.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.9% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | -6.6% | +8.5% | -15.0% | -5.5% |
| 3M | +12.6% | +5.5% | +7.2% | +13.6% |
| 6M | +2.9% | -5.9% | +8.7% | +2.5% |
| YTD | +6.8% | -9.7% | +16.5% | +5.6% |
| 1Y | -14.8% | +3.6% | -18.3% | -9.7% |
| All | -14.8% | +3.1% | -17.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling