+131.6%
IBM vs KMB
+15.9%
+115.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | +0.3% | -2.7% | +3.0% | +1.2% |
| 30D | -1.5% | -5.0% | +3.5% | +0.1% |
| 3M | -16.8% | +6.6% | -23.3% | -18.1% |
| 6M | -9.0% | +1.0% | -10.0% | -9.2% |
| YTD | -20.1% | +6.0% | -26.0% | -21.9% |
| 1Y | -7.0% | -16.6% | +9.6% | -1.8% |
| 3Y | +72.4% | -8.6% | +81.0% | +74.1% |
| 5Y | +112.0% | -10.9% | +122.8% | +114.1% |
| 10Y | +131.6% | +16.8% | +114.7% | +116.9% |
| All | +131.6% | +15.9% | +115.7% | +116.9% |
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