+38.7%
KMB vs EXPD
+334.2%
-295.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.7% |
| 7D | +3.4% | -5.5% | +8.9% | +4.4% |
| 30D | +14.7% | -1.9% | +16.6% | +15.0% |
| 3M | +3.3% | +6.1% | -2.8% | +1.8% |
| 6M | +16.8% | +21.6% | -4.8% | +11.9% |
| YTD | +15.2% | +27.9% | -12.7% | +8.4% |
| 1Y | +13.3% | +39.4% | -26.1% | +4.5% |
| 3Y | +5.4% | +72.7% | -67.2% | -8.9% |
| 5Y | +2.7% | +60.3% | -57.6% | -10.9% |
| 10Y | +38.7% | +332.6% | -293.9% | -3.4% |
| All | +38.7% | +334.2% | -295.5% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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