+380.6%
KMB vs IAG
+377.5%
+3.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | -5.5% | +28.9% | -34.4% | -6.2% |
| 3M | +14.0% | +19.1% | -5.2% | +13.2% |
| 6M | +4.1% | -10.3% | +14.3% | +4.1% |
| YTD | +8.0% | +24.2% | -16.1% | +7.0% |
| 1Y | -13.7% | +116.5% | -130.2% | -16.1% |
| 3Y | -5.9% | +742.8% | -748.7% | -12.8% |
| 5Y | -8.6% | +753.3% | -762.0% | -16.3% |
| 10Y | +17.3% | +403.2% | -385.9% | +6.6% |
| All | +380.6% | +377.5% | +3.1% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling