+16.8%
KMB vs IAG
+371.0%
-354.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.9% |
| 7D | -2.7% | +4.3% | -7.0% | -2.8% |
| 30D | -5.0% | +9.8% | -14.8% | -5.3% |
| 3M | +6.6% | +28.9% | -22.3% | +5.6% |
| 6M | +1.0% | -7.6% | +8.6% | +0.9% |
| YTD | +6.0% | +22.0% | -16.0% | +4.9% |
| 1Y | -16.6% | +99.5% | -116.1% | -18.8% |
| 3Y | -8.6% | +818.3% | -826.9% | -15.9% |
| 5Y | -10.9% | +785.9% | -796.8% | -19.1% |
| 10Y | +16.8% | +381.1% | -364.3% | +4.3% |
| All | +16.8% | +371.0% | -354.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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