-6.4%
ICE vs KMB
-14.3%
+7.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -1.8% |
| 7D | -0.7% | -4.2% | +3.5% | -0.3% |
| 30D | +7.6% | -6.6% | +14.2% | +8.2% |
| 3M | +13.9% | +12.6% | +1.3% | +13.5% |
| 6M | -2.4% | +2.9% | -5.2% | -2.3% |
| YTD | +0.3% | +6.8% | -6.5% | -0.1% |
| 1Y | -6.4% | -14.8% | +8.3% | -1.0% |
| All | -6.4% | -14.3% | +7.9% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling