+761.8%
EEM vs KMB
+453.3%
+308.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | -6.2% | +10.2% | -16.4% | -11.2% |
| 3M | -5.2% | +1.5% | -6.7% | -6.7% |
| 6M | -8.1% | +16.6% | -24.8% | -16.9% |
| YTD | +14.0% | +12.1% | +1.9% | +4.9% |
| 1Y | +13.8% | +11.1% | +2.8% | +5.1% |
| 3Y | +73.7% | +1.9% | +71.8% | +60.5% |
| 5Y | +34.6% | -1.3% | +35.8% | +22.8% |
| 10Y | +123.6% | +37.8% | +85.8% | +41.5% |
| All | +761.8% | +453.3% | +308.5% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling