-14.8%
KMB vs EME
+19.7%
-34.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -2.6% |
| 7D | -4.2% | +1.9% | -6.1% | -4.0% |
| 30D | -6.6% | -8.3% | +1.7% | -7.4% |
| 3M | +12.6% | -10.7% | +23.4% | +12.1% |
| 6M | +2.9% | +1.9% | +1.0% | +3.6% |
| YTD | +6.8% | +23.5% | -16.7% | +10.7% |
| 1Y | -14.8% | +18.0% | -32.7% | -12.5% |
| All | -14.8% | +19.7% | -34.4% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling