+1,236.8%
EWY vs KMB
+333.4%
+903.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.2% |
| 7D | +4.8% | -3.0% | +7.9% | +6.0% |
| 30D | +11.7% | -5.5% | +17.1% | +14.1% |
| 3M | -7.4% | +14.0% | -21.4% | -13.6% |
| 6M | +40.6% | +4.1% | +36.5% | +36.2% |
| YTD | +94.3% | +8.0% | +86.2% | +85.3% |
| 1Y | +164.3% | -13.7% | +178.0% | +173.6% |
| 3Y | +221.0% | -5.9% | +226.9% | +213.0% |
| 5Y | +139.1% | -8.6% | +147.7% | +132.1% |
| 10Y | +298.8% | +17.3% | +281.5% | +223.7% |
| All | +1,236.8% | +333.4% | +903.5% | +483.1% |
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