+352.3%
KMB vs EXEL
+273.2%
+79.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.0% | +8.4% | -11.4% | -3.4% |
| 30D | -5.5% | +4.1% | -9.5% | -5.7% |
| 3M | +14.0% | +12.4% | +1.6% | +13.3% |
| 6M | +4.1% | +41.5% | -37.5% | +2.2% |
| YTD | +8.0% | +34.6% | -26.6% | +6.3% |
| 1Y | -13.7% | +57.9% | -71.6% | -15.9% |
| 3Y | -5.9% | +159.5% | -165.4% | -10.9% |
| 5Y | -8.6% | +198.5% | -207.1% | -14.4% |
| 10Y | +17.3% | +411.4% | -394.1% | +4.3% |
| All | +352.3% | +273.2% | +79.1% | +241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling