-8.6%
KMB vs EWJ
+73.3%
-81.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -2.7% | +2.9% | -5.6% | -2.9% |
| 30D | -5.0% | +1.1% | -6.1% | -5.1% |
| 3M | +6.6% | +7.1% | -0.6% | +6.0% |
| 6M | +1.0% | +16.2% | -15.2% | -0.6% |
| YTD | +6.0% | +22.0% | -16.0% | +4.2% |
| 1Y | -16.6% | +26.2% | -42.8% | -18.2% |
| 3Y | -8.6% | +73.5% | -82.1% | -12.0% |
| All | -8.6% | +73.3% | -81.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 3y: compounded portfolio wealth divided by compounded EWJ 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…
3y analysis · Full analysis span regression · 6 months rolling