+57.8%
EWZ vs KMB
-0.3%
+58.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -1.5% | +0.5% | -1.9% | -1.5% |
| 30D | -24.5% | +12.4% | -36.9% | -25.3% |
| 3M | -10.7% | +1.0% | -11.7% | -10.9% |
| 6M | -19.1% | +12.1% | -31.2% | -20.0% |
| YTD | +1.6% | +11.6% | -10.0% | +0.5% |
| 1Y | +4.3% | +13.1% | -8.8% | +3.0% |
| 3Y | +19.0% | +1.6% | +17.4% | +17.9% |
| All | +57.8% | -0.3% | +58.1% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling