+300.1%
KMB vs IBB
+566.2%
-266.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.2% |
| 7D | +0.5% | -1.8% | +2.3% | +0.8% |
| 30D | +12.4% | +5.1% | +7.3% | +11.0% |
| 3M | +1.0% | +10.7% | -9.7% | -1.6% |
| 6M | +12.1% | +22.9% | -10.7% | +6.5% |
| YTD | +11.6% | +26.7% | -15.1% | +5.0% |
| 1Y | +13.1% | +35.1% | -22.0% | +4.8% |
| 3Y | +1.6% | +80.2% | -78.6% | -12.8% |
| 5Y | -0.3% | +37.8% | -38.2% | -9.8% |
| 10Y | +37.9% | +161.2% | -123.3% | +3.9% |
| All | +300.1% | +566.2% | -266.1% | +102.1% |
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