+123.6%
EEM vs KMB
+38.7%
+84.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -6.2% | +10.2% | -16.4% | -7.8% |
| 3M | -5.2% | +1.5% | -6.7% | -5.6% |
| 6M | -8.1% | +16.6% | -24.8% | -11.1% |
| YTD | +14.0% | +12.1% | +1.9% | +11.1% |
| 1Y | +13.8% | +11.1% | +2.8% | +11.1% |
| 3Y | +73.7% | +1.9% | +71.8% | +69.7% |
| 5Y | +34.6% | -1.3% | +35.8% | +31.1% |
| 10Y | +123.6% | +37.8% | +85.8% | +97.8% |
| All | +123.6% | +38.7% | +84.8% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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