+307.9%
EWY vs KMB
+15.3%
+292.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.1% |
| 7D | +6.7% | -8.6% | +15.3% | +8.2% |
| 30D | +17.0% | -7.5% | +24.5% | +18.4% |
| 3M | +3.7% | -0.6% | +4.3% | +3.1% |
| 6M | +42.5% | -1.5% | +44.0% | +41.7% |
| YTD | +96.2% | +1.6% | +94.6% | +94.1% |
| 1Y | +160.4% | -20.8% | +181.1% | +170.0% |
| 3Y | +231.7% | -12.4% | +244.1% | +231.6% |
| 5Y | +153.3% | -12.9% | +166.2% | +151.1% |
| All | +307.9% | +15.3% | +292.6% | +282.7% |
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