-14.8%
KMB vs EXPE
+40.7%
-55.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.5% |
| 7D | -4.2% | -9.5% | +5.3% | -2.9% |
| 30D | -6.6% | -6.6% | 0.0% | -5.8% |
| 3M | +12.6% | +31.4% | -18.8% | +9.8% |
| 6M | +2.9% | +35.2% | -32.3% | -0.1% |
| YTD | +6.8% | +5.8% | +1.0% | +5.2% |
| 1Y | -14.8% | +38.7% | -53.4% | -20.6% |
| All | -14.8% | +40.7% | -55.4% | -20.6% |
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