-3.3%
KMB vs EXE
+192.2%
-195.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -2.7% | -1.8% | -0.9% | -2.8% |
| 30D | -5.0% | +6.4% | -11.4% | -4.9% |
| 3M | +6.6% | +9.2% | -2.7% | +6.8% |
| 6M | +1.0% | -7.0% | +8.0% | +0.9% |
| YTD | +6.0% | -9.5% | +15.4% | +5.9% |
| 1Y | -16.6% | +6.2% | -22.9% | -16.5% |
| 3Y | -8.6% | +20.7% | -29.4% | -8.4% |
| 5Y | -10.9% | +103.6% | -114.5% | -7.9% |
| All | -3.3% | +192.2% | -195.5% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling