+269.9%
KMB vs EXPE
+851.4%
-581.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -3.0% | -9.5% | +6.5% | -2.2% |
| 30D | -5.5% | -6.6% | +1.2% | -5.0% |
| 3M | +14.0% | +31.4% | -17.4% | +11.4% |
| 6M | +4.1% | +35.2% | -31.1% | +1.3% |
| YTD | +8.0% | +5.8% | +2.2% | +6.9% |
| 1Y | -13.7% | +38.7% | -52.4% | -16.7% |
| 3Y | -5.9% | +175.8% | -181.7% | -15.4% |
| 5Y | -8.6% | +111.8% | -120.5% | -17.6% |
| 10Y | +17.3% | +179.7% | -162.4% | -1.9% |
| All | +269.9% | +851.4% | -581.5% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling