+154.5%
EWT vs KMB
-14.2%
+168.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | +2.1% | -8.6% | +10.7% | +2.3% |
| 30D | +9.4% | -7.5% | +16.9% | +9.5% |
| 3M | +10.9% | -0.6% | +11.5% | +10.6% |
| 6M | +57.9% | -1.5% | +59.5% | +57.5% |
| YTD | +75.9% | +1.6% | +74.3% | +75.4% |
| 1Y | +89.7% | -20.8% | +110.5% | +91.3% |
| 3Y | +200.9% | -12.4% | +213.3% | +199.1% |
| 5Y | +154.5% | -12.9% | +167.4% | +146.9% |
| All | +154.5% | -14.2% | +168.7% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling