+65.5%
EFA vs KMB
+3.8%
+61.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | +1.2% | +6.0% | -4.8% | +0.5% |
| 30D | +0.9% | +13.5% | -12.6% | -0.6% |
| 3M | -3.4% | +3.8% | -7.1% | -3.9% |
| 6M | +2.0% | +15.6% | -13.6% | 0.0% |
| YTD | +10.4% | +14.0% | -3.6% | +8.4% |
| 1Y | +13.3% | +12.9% | +0.3% | +11.3% |
| All | +65.5% | +3.8% | +61.7% | +63.6% |
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 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