+53.4%
EFA vs KMB
-14.2%
+67.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.4% |
| 7D | -0.5% | -8.6% | +8.1% | +1.0% |
| 30D | -1.3% | -7.5% | +6.2% | -0.1% |
| 3M | +5.2% | -0.6% | +5.8% | +5.0% |
| 6M | +9.4% | -1.5% | +10.9% | +9.2% |
| YTD | +12.7% | +1.6% | +11.1% | +11.9% |
| 1Y | +19.3% | -20.8% | +40.1% | +23.8% |
| 3Y | +66.3% | -12.4% | +78.7% | +67.3% |
| 5Y | +53.4% | -12.9% | +66.3% | +50.9% |
| All | +53.4% | -14.2% | +67.5% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling