-8.0%
KMB vs EXPE
+111.8%
-119.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -3.0% | -9.5% | +6.5% | -2.5% |
| 30D | -5.5% | -6.6% | +1.2% | -5.1% |
| 3M | +14.0% | +31.4% | -17.4% | +12.5% |
| 6M | +4.1% | +35.2% | -31.1% | +2.5% |
| YTD | +8.0% | +5.8% | +2.2% | +7.3% |
| 1Y | -13.7% | +38.7% | -52.4% | -15.5% |
| 3Y | -5.9% | +175.8% | -181.7% | -10.4% |
| All | -8.0% | +111.8% | -119.8% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling