+35.5%
KMB vs IBN
+383.7%
-348.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -3.0% | +5.7% | -8.7% | -3.6% |
| 30D | +9.1% | +20.5% | -11.4% | +6.7% |
| 3M | -0.4% | +15.2% | -15.7% | -2.1% |
| 6M | +13.0% | +34.5% | -21.5% | +9.0% |
| YTD | +10.3% | +16.4% | -6.0% | +8.1% |
| 1Y | +8.2% | +13.5% | -5.3% | +6.3% |
| 3Y | +0.4% | +55.4% | -55.1% | -5.2% |
| 5Y | -2.7% | +73.1% | -75.8% | -9.7% |
| All | +35.5% | +383.7% | -348.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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