+2.7%
KMB vs IAG
+540.0%
-537.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.5% | +3.0% |
| 7D | +3.4% | +24.0% | -20.6% | +2.6% |
| 30D | +14.7% | +5.5% | +9.2% | +14.4% |
| 3M | +3.3% | +8.3% | -5.0% | +2.8% |
| 6M | +16.8% | +6.1% | +10.7% | +16.3% |
| YTD | +15.2% | +20.3% | -5.1% | +13.9% |
| 1Y | +13.3% | +56.5% | -43.2% | +11.0% |
| 3Y | +5.4% | +762.6% | -757.2% | -4.6% |
| 5Y | +2.7% | +546.3% | -543.5% | -11.0% |
| All | +2.7% | +540.0% | -537.3% | -11.0% |
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