+98.8%
EWY vs KMB
+1.1%
+97.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -2.1% |
| 7D | -10.2% | +6.0% | -16.3% | -10.2% |
| 30D | -21.5% | +13.5% | -35.0% | -21.5% |
| 3M | -14.7% | +3.8% | -18.4% | -14.5% |
| 6M | -26.8% | +15.6% | -42.4% | -27.4% |
| YTD | +43.2% | +14.0% | +29.1% | +42.4% |
| 1Y | +48.7% | +12.9% | +35.8% | +48.0% |
| 3Y | +147.9% | +3.7% | +144.2% | +142.5% |
| 5Y | +98.8% | -0.1% | +98.9% | +90.2% |
| All | +98.8% | +1.1% | +97.8% | +90.2% |
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