+485.8%
EWT vs KMB
+410.4%
+75.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -3.7% | +6.0% | -9.7% | -5.5% |
| 30D | -17.2% | +13.5% | -30.7% | -20.7% |
| 3M | -7.3% | +3.8% | -11.1% | -8.9% |
| 6M | -1.5% | +15.6% | -17.1% | -7.2% |
| YTD | +49.0% | +14.0% | +35.0% | +40.8% |
| 1Y | +50.6% | +12.9% | +37.7% | +42.7% |
| 3Y | +148.9% | +3.7% | +145.2% | +136.1% |
| 5Y | +116.1% | -0.1% | +116.1% | +104.6% |
| 10Y | +427.8% | +41.1% | +386.7% | +311.0% |
| All | +485.8% | +410.4% | +75.4% | +175.3% |
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 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