-10.9%
KMB vs IAG
+766.8%
-777.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.9% |
| 7D | -2.7% | +4.3% | -7.0% | -2.9% |
| 30D | -5.0% | +9.8% | -14.8% | -5.4% |
| 3M | +6.6% | +28.9% | -22.3% | +5.5% |
| 6M | +1.0% | -7.6% | +8.6% | +1.0% |
| YTD | +6.0% | +22.0% | -16.0% | +4.8% |
| 1Y | -16.6% | +99.5% | -116.1% | -19.0% |
| 3Y | -8.6% | +818.3% | -826.9% | -17.5% |
| 5Y | -10.9% | +785.9% | -796.8% | -23.0% |
| All | -10.9% | +766.8% | -777.7% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling