+23.9%
EW vs KMB
+13.8%
+10.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | +11.0% | +0.5% | +10.6% | +10.8% |
| 30D | +19.1% | +12.4% | +6.7% | +15.8% |
| 3M | +14.4% | +1.0% | +13.4% | +13.6% |
| 6M | +22.8% | +12.1% | +10.6% | +20.1% |
| YTD | +19.8% | +11.6% | +8.2% | +17.9% |
| 1Y | +23.9% | +13.1% | +10.8% | +21.9% |
| All | +23.9% | +13.8% | +10.1% | +21.9% |
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 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