+1,881.2%
KMB vs EXPD
+30,870.6%
-28,989.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.1% |
| 7D | +0.4% | -4.8% | +5.2% | +1.0% |
| 30D | +14.1% | -1.5% | +15.7% | +14.3% |
| 3M | -0.5% | +4.1% | -4.6% | -1.1% |
| 6M | +16.6% | +24.0% | -7.4% | +13.2% |
| YTD | +13.7% | +27.4% | -13.7% | +9.6% |
| 1Y | +16.1% | +38.4% | -22.3% | +10.6% |
| 3Y | +4.7% | +73.2% | -68.5% | -3.8% |
| 5Y | +1.5% | +59.9% | -58.3% | -6.4% |
| 10Y | +40.5% | +319.9% | -279.4% | +13.9% |
| All | +1,881.2% | +30,870.6% | -28,989.4% | +1,039.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling