+50.3%
EWZ vs KMB
+41.7%
+8.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.3% | +1.1% |
| 7D | +1.4% | +3.4% | -2.0% | +0.5% |
| 30D | -25.1% | +14.7% | -39.8% | -27.9% |
| 3M | -7.7% | +3.3% | -11.0% | -8.7% |
| 6M | -15.8% | +16.8% | -32.7% | -19.8% |
| YTD | +3.6% | +15.2% | -11.6% | -1.1% |
| 1Y | +5.5% | +13.3% | -7.8% | +1.1% |
| 3Y | +22.1% | +5.4% | +16.7% | +16.5% |
| 5Y | +58.3% | +2.7% | +55.6% | +49.8% |
| 10Y | +50.3% | +38.7% | +11.6% | +18.8% |
| All | +50.3% | +41.7% | +8.5% | +18.8% |
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