+18.2%
EFA vs KMB
-19.6%
+37.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -1.5% | -6.5% | +5.0% | -1.0% |
| 30D | -1.7% | -8.8% | +7.2% | -1.0% |
| 3M | +3.5% | -2.2% | +5.7% | +3.5% |
| 6M | +9.5% | +0.7% | +8.8% | +9.0% |
| YTD | +12.9% | +1.0% | +11.8% | +12.8% |
| 1Y | +18.2% | -20.3% | +38.5% | +17.6% |
| All | +18.2% | -19.6% | +37.8% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling