+1.6%
KMB vs EXPE
+131.0%
-129.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.0% | -1.4% |
| 7D | +0.5% | -9.3% | +9.8% | +1.2% |
| 30D | +12.4% | +0.1% | +12.2% | +12.3% |
| 3M | +1.0% | -15.3% | +16.3% | +2.3% |
| 6M | +12.1% | +5.5% | +6.7% | +11.8% |
| YTD | +11.6% | -8.0% | +19.6% | +11.7% |
| 1Y | +13.1% | +18.9% | -5.8% | +11.1% |
| 3Y | +1.6% | +135.5% | -134.0% | -4.1% |
| All | +1.6% | +131.0% | -129.4% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling