+41.1%
KMB vs IBB
+130.8%
-89.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.8% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | +13.5% | +5.2% | +8.3% | +12.1% |
| 3M | +3.8% | +8.6% | -4.8% | +1.7% |
| 6M | +15.6% | +27.8% | -12.2% | +9.0% |
| YTD | +14.0% | +28.8% | -14.8% | +7.1% |
| 1Y | +12.9% | +36.4% | -23.5% | +4.6% |
| 3Y | +3.7% | +89.3% | -85.6% | -11.6% |
| 5Y | -0.1% | +43.3% | -43.3% | -9.9% |
| 10Y | +41.1% | +130.6% | -89.5% | +9.9% |
| All | +41.1% | +130.8% | -89.6% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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