+501.7%
EWT vs KMB
+394.0%
+107.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | +13.2% | -3.0% | +16.2% | +14.3% |
| 30D | -14.3% | +9.1% | -23.3% | -16.9% |
| 3M | -8.4% | -0.4% | -8.0% | -8.8% |
| 6M | +3.7% | +13.0% | -9.3% | -1.6% |
| YTD | +53.1% | +10.3% | +42.7% | +46.0% |
| 1Y | +55.5% | +8.2% | +47.3% | +49.2% |
| 3Y | +155.6% | +0.4% | +155.3% | +144.9% |
| 5Y | +119.3% | -2.7% | +122.0% | +109.2% |
| 10Y | +446.2% | +35.7% | +410.5% | +330.8% |
| All | +501.7% | +394.0% | +107.7% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling