-20.8%
KMB vs IAG
+102.4%
-123.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.2% |
| 7D | -8.6% | +1.7% | -10.3% | -8.6% |
| 30D | -7.5% | +11.4% | -19.0% | -7.8% |
| 3M | -0.6% | +33.0% | -33.7% | -1.4% |
| 6M | -1.5% | -6.0% | +4.4% | -1.2% |
| YTD | +1.6% | +24.6% | -23.0% | +1.3% |
| 1Y | -20.8% | +105.0% | -125.8% | -17.6% |
| All | -20.8% | +102.4% | -123.1% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling