+448.2%
KMB vs IBN
+1,756.6%
-1,308.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +3.1% |
| 7D | +3.4% | +14.6% | -11.2% | +2.2% |
| 30D | +14.7% | +23.5% | -8.8% | +12.6% |
| 3M | +3.3% | +14.0% | -10.7% | +2.1% |
| 6M | +16.8% | +31.1% | -14.3% | +14.0% |
| YTD | +15.2% | +16.6% | -1.4% | +13.5% |
| 1Y | +13.3% | +14.9% | -1.6% | +11.8% |
| 3Y | +5.4% | +56.9% | -51.4% | +0.9% |
| 5Y | +2.7% | +69.7% | -67.0% | -2.8% |
| 10Y | +38.7% | +365.4% | -326.7% | +17.4% |
| All | +448.2% | +1,756.6% | -1,308.4% | +317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling