+66.5%
EWZ vs KMB
+39.0%
+27.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.8% |
| 7D | +0.8% | +0.9% | -0.2% | +0.5% |
| 30D | -24.4% | +10.1% | -34.4% | -26.4% |
| 3M | -4.6% | 0.0% | -4.6% | -4.8% |
| 6M | -11.6% | +15.7% | -27.3% | -15.5% |
| YTD | +2.4% | +12.6% | -10.3% | -1.6% |
| 1Y | +2.1% | +10.1% | -8.0% | -1.3% |
| 3Y | +18.7% | +2.1% | +16.6% | +14.4% |
| 5Y | +54.2% | -0.7% | +54.8% | +47.6% |
| All | +66.5% | +39.0% | +27.5% | +33.4% |
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 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