+62.1%
EMR vs KMB
-5.6%
+67.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | -1.5% | -3.0% | +1.5% | -1.3% |
| 30D | -5.6% | -5.5% | -0.1% | -5.3% |
| 3M | +7.9% | +14.0% | -6.0% | +6.9% |
| 6M | +6.0% | +4.1% | +1.9% | +5.4% |
| YTD | +16.4% | +8.0% | +8.4% | +15.7% |
| 1Y | +16.6% | -13.7% | +30.4% | +16.9% |
| All | +62.1% | -5.6% | +67.7% | +57.3% |
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 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