+38.7%
KMB vs EXPE
+119.8%
-81.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.2% |
| 7D | +3.4% | -13.3% | +16.7% | +4.2% |
| 30D | +14.7% | -5.5% | +20.2% | +15.0% |
| 3M | +3.3% | -16.5% | +19.7% | +4.2% |
| 6M | +16.8% | +13.1% | +3.7% | +16.1% |
| YTD | +15.2% | -8.0% | +23.2% | +15.2% |
| 1Y | +13.3% | +1.1% | +12.2% | +12.8% |
| 3Y | +5.4% | +131.2% | -125.7% | +0.7% |
| 5Y | +2.7% | +39.8% | -37.0% | -0.9% |
| 10Y | +38.7% | +118.5% | -79.8% | +24.4% |
| All | +38.7% | +119.8% | -81.2% | +24.4% |
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