-1.3%
KMB vs EMB
+7.3%
-8.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +0.9% | -0.9% | +1.8% | +1.4% |
| 30D | +10.1% | +0.4% | +9.7% | +10.0% |
| 3M | 0.0% | -3.1% | +3.2% | +1.5% |
| 6M | +15.7% | -2.1% | +17.7% | +16.8% |
| YTD | +12.6% | -1.1% | +13.7% | +13.3% |
| 1Y | +10.1% | -0.1% | +10.2% | +10.3% |
| 3Y | +2.1% | +29.6% | -27.4% | -7.1% |
| All | -1.3% | +7.3% | -8.6% | -4.2% |
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