+13.6%
KMB vs IFF
+44.8%
-31.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.0% | +5.4% |
| 7D | +0.4% | -3.3% | +3.7% | +1.1% |
| 30D | +14.0% | +5.3% | +8.7% | +12.3% |
| 3M | -1.3% | +8.9% | -10.2% | -3.6% |
| 6M | +16.7% | +26.3% | -9.7% | +9.5% |
| YTD | +12.0% | +32.2% | -20.2% | +5.6% |
| 1Y | +13.6% | +45.8% | -32.1% | +6.8% |
| All | +13.6% | +44.8% | -31.2% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling