+287.3%
KMB vs IBB
+560.8%
-273.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -3.0% | +1.4% | -4.5% | -3.4% |
| 30D | -5.5% | +10.5% | -16.0% | -7.7% |
| 3M | +14.0% | +23.6% | -9.7% | +8.3% |
| 6M | +4.1% | +22.6% | -18.5% | -1.1% |
| YTD | +8.0% | +25.7% | -17.6% | +2.0% |
| 1Y | -13.7% | +51.4% | -65.1% | -22.1% |
| 3Y | -5.9% | +64.4% | -70.3% | -17.4% |
| 5Y | -8.6% | +22.1% | -30.8% | -14.8% |
| 10Y | +17.3% | +132.5% | -115.2% | -9.2% |
| All | +287.3% | +560.8% | -273.6% | +96.2% |
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