+37.8%
KMB vs EXPE
+121.2%
-83.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.9% |
| 7D | +0.1% | -17.8% | +17.8% | +1.1% |
| 30D | +10.2% | -3.2% | +13.4% | +10.3% |
| 3M | +1.5% | -19.0% | +20.4% | +2.5% |
| 6M | +16.6% | +17.7% | -1.1% | +15.7% |
| YTD | +12.1% | -7.8% | +19.8% | +12.1% |
| 1Y | +11.1% | -1.4% | +12.4% | +10.7% |
| 3Y | +1.9% | +121.9% | -120.0% | -2.5% |
| 5Y | -1.3% | +44.3% | -45.5% | -4.8% |
| 10Y | +37.8% | +125.4% | -87.6% | +23.6% |
| All | +37.8% | +121.2% | -83.4% | +23.6% |
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 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