+38.7%
KMB vs IBB
+139.6%
-101.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +2.6% |
| 7D | +3.4% | +2.7% | +0.7% | +2.7% |
| 30D | +14.7% | +6.3% | +8.4% | +13.0% |
| 3M | +3.3% | +11.1% | -7.8% | +0.7% |
| 6M | +16.8% | +29.2% | -12.4% | +9.9% |
| YTD | +15.2% | +30.2% | -15.0% | +8.0% |
| 1Y | +13.3% | +39.5% | -26.2% | +4.5% |
| 3Y | +5.4% | +92.3% | -86.9% | -10.4% |
| 5Y | +2.7% | +43.0% | -40.3% | -7.4% |
| 10Y | +38.7% | +137.1% | -98.5% | +7.7% |
| All | +38.7% | +139.6% | -101.0% | +7.7% |
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