-20.8%
KMB vs EME
+19.7%
-40.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -4.4% |
| 7D | -8.6% | +2.7% | -11.3% | -8.3% |
| 30D | -7.5% | -6.8% | -0.7% | -8.2% |
| 3M | -0.6% | -8.8% | +8.2% | -0.9% |
| 6M | -1.5% | +5.0% | -6.5% | -0.5% |
| YTD | +1.6% | +23.5% | -21.9% | +5.2% |
| 1Y | -20.8% | +21.3% | -42.1% | -19.3% |
| All | -20.8% | +19.7% | -40.4% | -19.3% |
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