+35.5%
KMB vs EXPD
+336.9%
-301.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -3.0% | +3.6% | -6.6% | -3.6% |
| 30D | +9.1% | +0.3% | +8.8% | +8.9% |
| 3M | -0.4% | +6.1% | -6.5% | -1.8% |
| 6M | +13.0% | +27.4% | -14.4% | +7.2% |
| YTD | +10.3% | +32.0% | -21.6% | +3.1% |
| 1Y | +8.2% | +40.5% | -32.3% | -0.3% |
| 3Y | +0.4% | +75.7% | -75.3% | -13.6% |
| 5Y | -2.7% | +61.7% | -64.4% | -15.6% |
| All | +35.5% | +336.9% | -301.5% | -9.0% |
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