+65.2%
IEFA vs KMB
-12.8%
+78.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.6% |
| 7D | -0.5% | -8.6% | +8.1% | +0.5% |
| 30D | -1.1% | -7.5% | +6.4% | -0.3% |
| 3M | +5.1% | -0.6% | +5.7% | +5.0% |
| 6M | +9.3% | -1.5% | +10.9% | +9.1% |
| YTD | +13.0% | +1.6% | +11.4% | +12.5% |
| 1Y | +19.2% | -20.8% | +39.9% | +22.1% |
| All | +65.2% | -12.8% | +78.0% | +64.4% |
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