+16.8%
KMB vs EMB
+29.2%
-12.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -2.7% | +0.3% | -3.0% | -2.9% |
| 30D | -5.0% | -0.5% | -4.5% | -4.8% |
| 3M | +6.6% | +0.3% | +6.2% | +6.4% |
| 6M | +1.0% | +1.2% | -0.2% | +0.4% |
| YTD | +6.0% | +1.5% | +4.5% | +5.2% |
| 1Y | -16.6% | +4.8% | -21.4% | -18.4% |
| 3Y | -8.6% | +30.4% | -39.0% | -19.6% |
| 5Y | -10.9% | +7.3% | -18.1% | -13.3% |
| 10Y | +16.8% | +29.7% | -12.9% | +5.3% |
| All | +16.8% | +29.2% | -12.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling