+367.2%
KMB vs EXEL
+340.0%
+27.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +12.4% | +19.0% | -6.7% | +11.4% |
| 3M | +1.0% | +33.3% | -32.3% | -0.5% |
| 6M | +12.1% | +42.9% | -30.7% | +10.1% |
| YTD | +11.6% | +58.7% | -47.1% | +8.9% |
| 1Y | +13.1% | +70.5% | -57.4% | +9.9% |
| 3Y | +1.6% | +233.8% | -232.3% | -5.0% |
| 5Y | -0.3% | +259.3% | -259.7% | -7.5% |
| 10Y | +37.9% | +484.1% | -446.2% | +22.0% |
| All | +367.2% | +340.0% | +27.2% | +249.7% |
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 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