+44.7%
EWZ vs KMB
-5.5%
+50.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +6.5% | -3.0% | +9.5% | +6.8% |
| 30D | +4.8% | -5.5% | +10.3% | +5.4% |
| 3M | +9.9% | +14.0% | -4.1% | +8.2% |
| 6M | +1.9% | +4.1% | -2.1% | +1.2% |
| YTD | +20.3% | +8.0% | +12.3% | +19.2% |
| 1Y | +35.6% | -13.7% | +49.4% | +36.6% |
| All | +44.7% | -5.5% | +50.2% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling