+307.6%
KMB vs IBB
+554.8%
-247.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.6% | +2.7% |
| 7D | +0.4% | -3.6% | +4.0% | +1.2% |
| 30D | +14.1% | +3.4% | +10.8% | +13.1% |
| 3M | -0.5% | +9.5% | -10.0% | -2.8% |
| 6M | +16.6% | +23.3% | -6.7% | +10.6% |
| YTD | +13.7% | +24.5% | -10.8% | +7.4% |
| 1Y | +16.1% | +32.9% | -16.9% | +7.9% |
| 3Y | +4.7% | +76.6% | -71.9% | -9.7% |
| 5Y | +1.5% | +35.5% | -34.0% | -7.7% |
| 10Y | +40.5% | +156.7% | -116.2% | +6.2% |
| All | +307.6% | +554.8% | -247.3% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling