-1.3%
KMB vs EWJ
+47.4%
-48.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +0.9% | +4.0% | -3.0% | +0.4% |
| 30D | +10.1% | -4.3% | +14.3% | +10.6% |
| 3M | 0.0% | -6.8% | +6.9% | +0.9% |
| 6M | +15.7% | -0.9% | +16.6% | +15.4% |
| YTD | +12.6% | +14.3% | -1.6% | +9.7% |
| 1Y | +10.1% | +15.3% | -5.2% | +7.1% |
| 3Y | +2.1% | +65.6% | -63.5% | -8.5% |
| All | -1.3% | +47.4% | -48.7% | -12.5% |
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