+949.2%
IGV vs KMB
+391.7%
+557.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.6% |
| 7D | -1.3% | +0.1% | -1.3% | -1.4% |
| 30D | -8.1% | +10.2% | -18.3% | -11.9% |
| 3M | -1.6% | +1.5% | -3.1% | -2.7% |
| 6M | +12.7% | +16.6% | -3.9% | +4.8% |
| YTD | -3.3% | +12.1% | -15.3% | -9.3% |
| 1Y | -7.9% | +11.1% | -19.0% | -13.4% |
| 3Y | +40.3% | +1.9% | +38.4% | +31.6% |
| 5Y | +17.3% | -1.3% | +18.6% | +9.9% |
| 10Y | +362.3% | +37.8% | +324.5% | +243.7% |
| All | +949.2% | +391.7% | +557.4% | +285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling