+35.5%
ICE vs KMB
-0.3%
+35.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +2.0% | +0.5% | +1.6% | +1.9% |
| 30D | +12.9% | +12.4% | +0.5% | +10.0% |
| 3M | +15.4% | +1.0% | +14.4% | +15.0% |
| 6M | +13.1% | +12.1% | +0.9% | +9.9% |
| YTD | +7.5% | +11.6% | -4.2% | +4.2% |
| 1Y | +18.3% | +13.1% | +5.2% | +14.2% |
| 3Y | +65.9% | +1.6% | +64.3% | +61.8% |
| All | +35.5% | -0.3% | +35.8% | +32.1% |
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