+68.2%
EFA vs KMB
-8.5%
+76.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | +1.2% | -2.7% | +3.9% | +1.5% |
| 30D | -0.7% | -5.0% | +4.3% | -0.2% |
| 3M | +6.4% | +6.6% | -0.2% | +5.4% |
| 6M | +11.4% | +1.0% | +10.4% | +10.9% |
| YTD | +14.0% | +6.0% | +8.0% | +13.0% |
| 1Y | +20.2% | -16.6% | +36.8% | +22.4% |
| 3Y | +68.2% | -8.6% | +76.8% | +67.2% |
| All | +68.2% | -8.5% | +76.7% | +67.2% |
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