+204.4%
IEFA vs KMB
+113.9%
+90.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | +2.2% | +0.9% | +1.3% | +2.0% |
| 30D | +1.1% | +10.1% | -9.0% | -1.6% |
| 3M | -4.3% | 0.0% | -4.3% | -4.5% |
| 6M | +1.4% | +15.7% | -14.3% | -3.2% |
| YTD | +10.1% | +12.6% | -2.6% | +5.7% |
| 1Y | +12.9% | +10.1% | +2.8% | +9.1% |
| 3Y | +65.8% | +2.1% | +63.6% | +60.6% |
| 5Y | +47.7% | -0.7% | +48.3% | +42.9% |
| 10Y | +146.8% | +38.5% | +108.3% | +106.2% |
| All | +204.4% | +113.9% | +90.4% | +104.8% |
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 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