-0.1%
KMB vs EME
+398.3%
-398.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.1% |
| 7D | +6.0% | -8.8% | +14.8% | +5.7% |
| 30D | +13.5% | -18.2% | +31.7% | +12.9% |
| 3M | +3.8% | -20.2% | +24.0% | +3.2% |
| 6M | +15.6% | -29.9% | +45.5% | +15.2% |
| YTD | +14.0% | +5.7% | +8.3% | +13.8% |
| 1Y | +12.9% | -1.5% | +14.4% | +12.7% |
| 3Y | +3.7% | +208.4% | -204.7% | -7.9% |
| 5Y | -0.1% | +401.9% | -401.9% | -20.1% |
| All | -0.1% | +398.3% | -398.3% | -20.1% |
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