+5.1%
KMB vs EXE
+155.8%
-150.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.3% |
| 7D | +3.4% | -3.9% | +7.3% | +3.3% |
| 30D | +14.7% | -2.6% | +17.3% | +14.6% |
| 3M | +3.3% | -6.9% | +10.1% | +3.1% |
| 6M | +16.8% | -9.3% | +26.1% | +16.6% |
| YTD | +15.2% | -20.7% | +36.0% | +14.8% |
| 1Y | +13.3% | -21.8% | +35.1% | +12.9% |
| 3Y | +5.4% | +16.2% | -10.8% | +5.4% |
| 5Y | +2.7% | +61.1% | -58.4% | +5.1% |
| All | +5.1% | +155.8% | -150.7% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling