+16.8%
KMB vs EXPE
+155.3%
-138.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.9% | +5.9% | -1.5% |
| 7D | -2.7% | -9.8% | +7.0% | -2.2% |
| 30D | -5.0% | -11.5% | +6.5% | -4.4% |
| 3M | +6.6% | +21.7% | -15.1% | +5.6% |
| 6M | +1.0% | +10.4% | -9.4% | +0.4% |
| YTD | +6.0% | -2.5% | +8.5% | +5.7% |
| 1Y | -16.6% | +27.3% | -44.0% | -17.9% |
| 3Y | -8.6% | +153.5% | -162.2% | -13.2% |
| 5Y | -10.9% | +91.1% | -101.9% | -15.3% |
| 10Y | +16.8% | +153.1% | -136.3% | +2.4% |
| All | +16.8% | +155.3% | -138.5% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling