-8.0%
KMB vs EMB
+7.4%
-15.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -5.5% | -0.3% | -5.2% | -5.3% |
| 3M | +14.0% | -0.4% | +14.4% | +14.2% |
| 6M | +4.1% | +0.1% | +4.0% | +4.0% |
| YTD | +8.0% | +1.6% | +6.5% | +7.4% |
| 1Y | -13.7% | +5.6% | -19.4% | -15.5% |
| 3Y | -5.9% | +29.8% | -35.8% | -14.4% |
| All | -8.0% | +7.4% | -15.4% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling