+315.1%
IVV vs KMB
+17.3%
+297.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +0.1% | -3.0% | +3.2% | +0.9% |
| 30D | +0.1% | -5.5% | +5.5% | +1.6% |
| 3M | +2.0% | +14.0% | -12.0% | -2.1% |
| 6M | +13.0% | +4.1% | +9.0% | +11.2% |
| YTD | +13.6% | +8.0% | +5.5% | +10.3% |
| 1Y | +20.1% | -13.7% | +33.8% | +24.1% |
| 3Y | +77.6% | -5.9% | +83.6% | +75.2% |
| 5Y | +82.5% | -8.6% | +91.1% | +80.1% |
| All | +315.1% | +17.3% | +297.9% | +287.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling