+145.4%
IEMG vs KMB
+105.2%
+40.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +2.2% | -3.0% | +5.3% | +3.0% |
| 30D | +4.6% | -5.5% | +10.1% | +5.9% |
| 3M | +0.4% | +14.0% | -13.6% | -3.4% |
| 6M | +16.4% | +4.1% | +12.3% | +14.5% |
| YTD | +25.4% | +8.0% | +17.4% | +22.2% |
| 1Y | +38.3% | -13.7% | +52.0% | +42.1% |
| 3Y | +84.1% | -5.9% | +90.0% | +82.3% |
| 5Y | +49.0% | -8.6% | +57.6% | +47.1% |
| 10Y | +141.8% | +17.3% | +124.6% | +112.5% |
| All | +145.4% | +105.2% | +40.3% | +59.3% |
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