+885.1%
EWY vs KMB
+357.3%
+527.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.7% |
| 7D | -10.2% | +6.0% | -16.3% | -12.4% |
| 30D | -21.5% | +13.5% | -35.0% | -25.7% |
| 3M | -14.7% | +3.8% | -18.4% | -16.6% |
| 6M | -26.8% | +15.6% | -42.4% | -32.6% |
| YTD | +43.2% | +14.0% | +29.1% | +32.7% |
| 1Y | +48.7% | +12.9% | +35.8% | +38.3% |
| 3Y | +147.9% | +3.7% | +144.2% | +130.5% |
| 5Y | +98.8% | -0.1% | +98.9% | +84.7% |
| 10Y | +216.5% | +41.1% | +175.4% | +132.2% |
| All | +885.1% | +357.3% | +527.8% | +317.5% |
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