+16.8%
KMB vs EXEL
+380.2%
-363.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.3% | -1.8% |
| 7D | -2.7% | +1.4% | -4.1% | -2.8% |
| 30D | -5.0% | +6.7% | -11.7% | -5.5% |
| 3M | +6.6% | +11.5% | -4.9% | +5.8% |
| 6M | +1.0% | +38.8% | -37.8% | -1.3% |
| YTD | +6.0% | +31.6% | -25.6% | +3.9% |
| 1Y | -16.6% | +53.0% | -69.6% | -19.2% |
| 3Y | -8.6% | +160.8% | -169.5% | -15.1% |
| 5Y | -10.9% | +190.1% | -200.9% | -18.2% |
| 10Y | +16.8% | +367.0% | -350.1% | +5.4% |
| All | +16.8% | +380.2% | -363.4% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling