+91.0%
EEM vs KMB
-8.5%
+99.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | +3.1% | -2.7% | +5.8% | +3.1% |
| 30D | +4.9% | -5.0% | +9.9% | +5.0% |
| 3M | +5.2% | +6.6% | -1.3% | +4.6% |
| 6M | +20.7% | +1.0% | +19.7% | +20.3% |
| YTD | +26.5% | +6.0% | +20.5% | +26.0% |
| 1Y | +37.8% | -16.6% | +54.5% | +39.2% |
| 3Y | +91.0% | -8.6% | +99.6% | +87.7% |
| All | +91.0% | -8.5% | +99.5% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling