-20.3%
KMB vs IJH
+14.9%
-35.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -6.5% | -1.9% | -4.6% | -6.1% |
| 30D | -8.8% | -4.6% | -4.2% | -8.0% |
| 3M | -2.2% | -1.2% | -1.0% | -1.9% |
| 6M | +0.7% | +9.4% | -8.8% | -1.3% |
| YTD | +1.0% | +13.3% | -12.3% | -1.0% |
| 1Y | -20.3% | +13.4% | -33.7% | -22.8% |
| All | -20.3% | +14.9% | -35.2% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling