+43.6%
EWZ vs KMB
+36.7%
+6.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | -1.5% | +0.5% | -1.9% | -1.6% |
| 30D | -24.5% | +12.4% | -36.9% | -27.0% |
| 3M | -10.7% | +1.0% | -11.7% | -11.1% |
| 6M | -19.1% | +12.1% | -31.2% | -22.1% |
| YTD | +1.6% | +11.6% | -10.0% | -2.2% |
| 1Y | +4.3% | +13.1% | -8.8% | 0.0% |
| 3Y | +19.0% | +1.6% | +17.4% | +14.7% |
| 5Y | +57.7% | -0.3% | +58.0% | +50.3% |
| All | +43.6% | +36.7% | +6.8% | +11.5% |
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 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