+149.6%
IBM vs KMB
+36.7%
+112.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.3% |
| 7D | -5.0% | +0.5% | -5.4% | -5.2% |
| 30D | +11.1% | +12.4% | -1.3% | +6.9% |
| 3M | +5.7% | +1.0% | +4.7% | +5.1% |
| 6M | +10.1% | +12.1% | -2.0% | +6.1% |
| YTD | -15.6% | +11.6% | -27.2% | -19.1% |
| 1Y | -19.5% | +13.1% | -32.7% | -23.3% |
| 3Y | +80.4% | +1.6% | +78.8% | +75.2% |
| 5Y | +140.0% | -0.3% | +140.3% | +132.4% |
| All | +149.6% | +36.7% | +112.8% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling