+13.5%
KMB vs IFF
-20.3%
+33.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -6.5% | -3.2% | -3.3% | -5.9% |
| 30D | -8.8% | -0.3% | -8.5% | -8.7% |
| 3M | -2.2% | +8.4% | -10.6% | -3.8% |
| 6M | +0.7% | +23.0% | -22.4% | -3.8% |
| YTD | +1.0% | +25.5% | -24.4% | -3.8% |
| 1Y | -20.3% | +29.1% | -49.4% | -24.6% |
| 3Y | -13.3% | +31.7% | -44.9% | -19.4% |
| 5Y | -12.9% | -35.2% | +22.3% | -8.6% |
| All | +13.5% | -20.3% | +33.7% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling