+1,173.2%
KMB vs EME
+53,473.8%
-52,300.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.1% |
| 7D | +0.9% | +8.4% | -7.4% | 0.0% |
| 30D | +10.1% | -11.5% | +21.6% | +11.2% |
| 3M | 0.0% | -20.6% | +20.7% | +2.1% |
| 6M | +15.7% | -28.5% | +44.2% | +18.9% |
| YTD | +12.6% | +8.0% | +4.6% | +10.0% |
| 1Y | +10.1% | +6.8% | +3.4% | +7.7% |
| 3Y | +2.1% | +213.9% | -211.8% | -15.1% |
| 5Y | -0.7% | +414.8% | -415.5% | -23.4% |
| 10Y | +38.5% | +916.9% | -878.4% | -5.1% |
| All | +1,173.2% | +53,473.8% | -52,300.6% | +528.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling