-14.8%
KMB vs EXEL
+59.2%
-74.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -4.2% | +8.4% | -12.6% | -5.0% |
| 30D | -6.6% | +4.1% | -10.7% | -7.0% |
| 3M | +12.6% | +12.4% | +0.2% | +11.3% |
| 6M | +2.9% | +41.5% | -38.7% | -0.7% |
| YTD | +6.8% | +34.6% | -27.9% | +3.4% |
| 1Y | -14.8% | +57.9% | -72.6% | -20.7% |
| All | -14.8% | +59.2% | -74.0% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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