+84.8%
IEMG vs KMB
-12.8%
+97.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.4% |
| 7D | +1.6% | -8.6% | +10.2% | +1.9% |
| 30D | +4.6% | -7.5% | +12.2% | +4.9% |
| 3M | +4.8% | -0.6% | +5.5% | +4.5% |
| 6M | +16.8% | -1.5% | +18.4% | +16.5% |
| YTD | +24.8% | +1.6% | +23.2% | +24.5% |
| 1Y | +34.3% | -20.8% | +55.1% | +36.0% |
| All | +84.8% | -12.8% | +97.6% | +81.2% |
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 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