+8.2%
KMB vs EXEL
+62.5%
-54.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -3.0% | +1.6% | -4.6% | -3.1% |
| 30D | +9.1% | +17.4% | -8.3% | +7.0% |
| 3M | -0.4% | +38.6% | -39.0% | -3.8% |
| 6M | +13.0% | +41.2% | -28.2% | +9.7% |
| YTD | +10.3% | +59.3% | -49.0% | +6.0% |
| 1Y | +8.2% | +60.2% | -52.0% | +4.1% |
| All | +8.2% | +62.5% | -54.3% | +4.1% |
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