-12.9%
KMB vs EWJ
+50.3%
-63.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | -8.6% | +1.0% | -9.6% | -8.7% |
| 30D | -7.5% | +1.0% | -8.5% | -7.7% |
| 3M | -0.6% | +7.2% | -7.9% | -1.8% |
| 6M | -1.5% | +13.9% | -15.4% | -3.9% |
| YTD | +1.6% | +20.8% | -19.2% | -1.6% |
| 1Y | -20.8% | +26.4% | -47.2% | -23.9% |
| 3Y | -12.4% | +71.8% | -84.1% | -21.5% |
| 5Y | -12.9% | +49.9% | -62.8% | -23.7% |
| All | -12.9% | +50.3% | -63.2% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling