+854.3%
EEM vs KMB
+433.5%
+420.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.6% |
| 7D | +2.3% | -3.0% | +5.4% | +3.9% |
| 30D | +4.5% | -5.5% | +10.0% | +7.4% |
| 3M | -0.1% | +14.0% | -14.0% | -7.9% |
| 6M | +16.9% | +4.1% | +12.9% | +12.8% |
| YTD | +26.2% | +8.0% | +18.2% | +19.1% |
| 1Y | +40.5% | -13.7% | +54.3% | +47.6% |
| 3Y | +86.2% | -5.9% | +92.1% | +80.6% |
| 5Y | +45.5% | -8.6% | +54.1% | +39.4% |
| 10Y | +128.6% | +17.3% | +111.4% | +65.6% |
| All | +854.3% | +433.5% | +420.8% | +112.8% |
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 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