+358.1%
KMB vs IJH
+1,075.9%
-717.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | +0.1% | -3.2% | -3.1% |
| 30D | -5.5% | -1.5% | -4.0% | -5.0% |
| 3M | +14.0% | +0.8% | +13.2% | +13.6% |
| 6M | +4.1% | +7.6% | -3.5% | +1.3% |
| YTD | +8.0% | +15.5% | -7.4% | +2.5% |
| 1Y | -13.7% | +16.9% | -30.6% | -18.6% |
| 3Y | -5.9% | +48.1% | -54.0% | -19.6% |
| 5Y | -8.6% | +47.8% | -56.4% | -23.0% |
| 10Y | +17.3% | +178.6% | -161.3% | -25.4% |
| All | +358.1% | +1,075.9% | -717.7% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling