+282.2%
KMB vs EXPE
+727.6%
-445.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.2% |
| 3M | +1.0% | -15.3% | +16.3% | +2.2% |
| 6M | +12.1% | +5.5% | +6.7% | +11.4% |
| YTD | +11.6% | -8.0% | +19.6% | +11.6% |
| 1Y | +13.1% | +18.9% | -5.8% | +10.5% |
| 3Y | +1.6% | +135.5% | -134.0% | -7.3% |
| 5Y | -0.3% | +44.3% | -44.6% | -7.0% |
| 10Y | +37.9% | +117.7% | -79.8% | +18.0% |
| All | +282.2% | +727.6% | -445.4% | +140.5% |
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