+1.6%
KMB vs EXPD
+68.8%
-67.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.7% |
| 7D | +0.5% | -7.2% | +7.6% | +0.9% |
| 30D | +12.4% | -3.3% | +15.7% | +12.5% |
| 3M | +1.0% | +3.4% | -2.4% | +0.5% |
| 6M | +12.1% | +22.7% | -10.5% | +10.1% |
| YTD | +11.6% | +24.5% | -12.9% | +8.8% |
| 1Y | +13.1% | +38.6% | -25.5% | +8.8% |
| 3Y | +1.6% | +71.5% | -69.9% | -6.2% |
| All | +1.6% | +68.8% | -67.3% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling