+13.6%
KMB vs EXPE
+48.9%
-35.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.5% | -6.4% | +2.4% |
| 7D | +0.4% | +14.6% | -14.3% | -1.8% |
| 30D | +14.0% | +21.4% | -7.4% | +10.8% |
| 3M | -1.3% | +1.4% | -2.7% | -2.0% |
| 6M | +16.7% | +28.6% | -11.9% | +13.3% |
| YTD | +12.0% | +12.1% | -0.1% | +8.9% |
| 1Y | +13.6% | +50.0% | -36.4% | +6.2% |
| All | +13.6% | +48.9% | -35.3% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling