+115.5%
IBM vs KMB
-8.4%
+123.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -0.3% | -3.0% | +2.7% | +0.5% |
| 30D | +0.3% | -5.5% | +5.8% | +1.7% |
| 3M | -21.6% | +14.0% | -35.6% | -23.5% |
| 6M | -4.7% | +4.1% | -8.8% | -5.1% |
| YTD | -19.1% | +8.0% | -27.1% | -20.6% |
| 1Y | -2.5% | -13.7% | +11.2% | +1.9% |
| 3Y | +74.2% | -5.9% | +80.1% | +74.9% |
| All | +115.5% | -8.4% | +123.8% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling