+16.4%
EMR vs KMB
-16.3%
+32.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | +3.1% | -2.7% | +5.8% | +3.3% |
| 30D | -3.5% | -5.0% | +1.5% | -3.1% |
| 3M | +9.8% | +6.6% | +3.2% | +9.2% |
| 6M | +10.8% | +1.0% | +9.8% | +9.6% |
| YTD | +15.9% | +6.0% | +10.0% | +15.4% |
| 1Y | +16.4% | -16.6% | +33.1% | +18.3% |
| All | +16.4% | -16.3% | +32.7% | +18.3% |
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