+18.5%
ICE vs KMB
+9.5%
+8.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | +3.6% | +0.9% | +2.7% | +3.5% |
| 30D | +15.1% | +10.1% | +5.0% | +14.1% |
| 3M | +15.4% | 0.0% | +15.3% | +14.9% |
| 6M | +16.1% | +15.7% | +0.4% | +16.5% |
| YTD | +11.4% | +12.6% | -1.3% | +12.0% |
| 1Y | +18.5% | +10.1% | +8.3% | +20.0% |
| All | +18.5% | +9.5% | +8.9% | +20.0% |
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