+395.7%
EFA vs KMB
+310.1%
+85.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | +0.6% | -3.0% | +3.6% | +1.9% |
| 30D | +0.9% | -5.5% | +6.3% | +3.3% |
| 3M | +4.9% | +14.0% | -9.1% | -1.9% |
| 6M | +8.6% | +4.1% | +4.5% | +5.6% |
| YTD | +14.6% | +8.0% | +6.6% | +9.4% |
| 1Y | +22.6% | -13.7% | +36.4% | +28.5% |
| 3Y | +66.5% | -5.9% | +72.5% | +63.9% |
| 5Y | +54.5% | -8.6% | +63.2% | +51.6% |
| 10Y | +144.8% | +17.3% | +127.5% | +96.7% |
| All | +395.7% | +310.1% | +85.6% | +80.5% |
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