+432.5%
EWZ vs KMB
+342.3%
+90.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.1% |
| 7D | +6.5% | -3.0% | +9.5% | +8.1% |
| 30D | +4.8% | -5.5% | +10.3% | +7.6% |
| 3M | +9.9% | +14.0% | -4.1% | +2.3% |
| 6M | +1.9% | +4.1% | -2.1% | -1.0% |
| YTD | +20.3% | +8.0% | +12.3% | +14.4% |
| 1Y | +35.6% | -13.7% | +49.4% | +42.4% |
| 3Y | +43.4% | -5.9% | +49.4% | +40.6% |
| 5Y | +55.9% | -8.6% | +64.6% | +50.9% |
| 10Y | +84.2% | +17.3% | +66.9% | +47.4% |
| All | +432.5% | +342.3% | +90.3% | +108.7% |
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