+2.1%
KMB vs EXEL
+230.5%
-228.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.2% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | +10.1% | +13.1% | -3.1% | +8.7% |
| 3M | 0.0% | +36.3% | -36.3% | -2.9% |
| 6M | +15.7% | +34.5% | -18.8% | +12.4% |
| YTD | +12.6% | +57.4% | -44.8% | +7.8% |
| 1Y | +10.1% | +62.9% | -52.8% | +5.0% |
| 3Y | +2.1% | +229.5% | -227.4% | -14.6% |
| All | +2.1% | +230.5% | -228.3% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling