+121.7%
EW vs KMB
+15.9%
+105.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.0% |
| 7D | -4.4% | -2.7% | -1.7% | -3.7% |
| 30D | -3.3% | -5.0% | +1.7% | -1.9% |
| 3M | +1.0% | +6.6% | -5.5% | -0.9% |
| 6M | +6.2% | +1.0% | +5.3% | +5.6% |
| YTD | +1.7% | +6.0% | -4.2% | -0.5% |
| 1Y | +8.1% | -16.6% | +24.7% | +13.1% |
| 3Y | +17.1% | -8.6% | +25.7% | +17.4% |
| 5Y | -29.4% | -10.9% | -18.5% | -29.3% |
| 10Y | +121.7% | +16.8% | +104.9% | +111.1% |
| All | +121.7% | +15.9% | +105.9% | +111.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling