+929.0%
EWY vs KMB
+342.6%
+586.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | +10.4% | -3.0% | +13.4% | +11.6% |
| 30D | -12.7% | +9.1% | -21.8% | -16.2% |
| 3M | -17.3% | -0.4% | -16.9% | -18.0% |
| 6M | -18.6% | +13.0% | -31.5% | -24.4% |
| YTD | +49.5% | +10.3% | +39.2% | +40.3% |
| 1Y | +55.0% | +8.2% | +46.7% | +46.4% |
| 3Y | +159.0% | +0.4% | +158.6% | +143.6% |
| 5Y | +102.5% | -2.7% | +105.2% | +89.8% |
| 10Y | +232.2% | +35.7% | +196.6% | +147.6% |
| All | +929.0% | +342.6% | +586.4% | +341.4% |
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