-10.9%
KMB vs EME
+565.5%
-576.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.5% | -1.9% |
| 7D | -2.7% | +5.2% | -7.9% | -2.6% |
| 30D | -5.0% | -5.4% | +0.3% | -5.1% |
| 3M | +6.6% | -6.1% | +12.7% | +6.7% |
| 6M | +1.0% | +9.7% | -8.7% | +1.1% |
| YTD | +6.0% | +26.6% | -20.6% | +6.1% |
| 1Y | -16.6% | +24.6% | -41.3% | -16.8% |
| 3Y | -8.6% | +249.6% | -258.2% | -18.2% |
| 5Y | -10.9% | +556.6% | -567.4% | -29.6% |
| All | -10.9% | +565.5% | -576.4% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling