+346.7%
EWZ vs KMB
+365.4%
-18.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.1% | -2.2% |
| 7D | -4.2% | +0.4% | -4.6% | -4.4% |
| 30D | -26.1% | +14.1% | -40.3% | -30.8% |
| 3M | -12.0% | -0.5% | -11.5% | -12.3% |
| 6M | -19.3% | +16.6% | -35.8% | -25.9% |
| YTD | +0.9% | +13.7% | -12.8% | -6.7% |
| 1Y | +3.4% | +16.1% | -12.7% | -5.4% |
| 3Y | +18.6% | +4.7% | +13.9% | +9.9% |
| 5Y | +56.6% | +1.5% | +55.0% | +43.3% |
| 10Y | +50.3% | +40.5% | +9.8% | +7.9% |
| All | +346.7% | +365.4% | -18.7% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling