+13.5%
KMB vs IJH
+184.0%
-170.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -6.5% | -1.9% | -4.6% | -6.0% |
| 30D | -8.8% | -4.6% | -4.2% | -7.6% |
| 3M | -2.2% | -1.2% | -1.0% | -1.9% |
| 6M | +0.7% | +9.4% | -8.8% | -1.9% |
| YTD | +1.0% | +13.3% | -12.3% | -2.6% |
| 1Y | -20.3% | +13.4% | -33.7% | -23.3% |
| 3Y | -13.3% | +50.4% | -63.7% | -24.2% |
| 5Y | -12.9% | +49.0% | -61.9% | -24.7% |
| All | +13.5% | +184.0% | -170.6% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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