+1,782.5%
KMB vs IFF
+856.0%
+926.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.0% | -1.8% | -1.2% | -2.5% |
| 30D | -5.5% | -2.0% | -3.5% | -5.0% |
| 3M | +14.0% | +18.5% | -4.6% | +8.6% |
| 6M | +4.1% | +11.7% | -7.6% | +0.1% |
| YTD | +8.0% | +29.6% | -21.5% | -0.3% |
| 1Y | -13.7% | +35.0% | -48.7% | -21.4% |
| 3Y | -5.9% | +32.3% | -38.2% | -15.6% |
| 5Y | -8.6% | -34.6% | +25.9% | -3.4% |
| 10Y | +17.3% | -20.6% | +37.9% | +10.6% |
| All | +1,782.5% | +856.0% | +926.5% | +544.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling