+414.1%
KMB vs IBN
+1,532.9%
-1,118.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.0% | +1.4% | -4.4% | -3.2% |
| 30D | -5.5% | -0.3% | -5.1% | -5.5% |
| 3M | +14.0% | +17.1% | -3.1% | +12.4% |
| 6M | +4.1% | +3.4% | +0.7% | +3.7% |
| YTD | +8.0% | +2.5% | +5.5% | +7.7% |
| 1Y | -13.7% | -4.2% | -9.6% | -13.6% |
| 3Y | -5.9% | +32.4% | -38.3% | -8.6% |
| 5Y | -8.6% | +59.2% | -67.8% | -13.1% |
| 10Y | +17.3% | +345.7% | -328.4% | -0.4% |
| All | +414.1% | +1,532.9% | -1,118.8% | +296.3% |
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