-10.9%
KMB vs INDA
+7.2%
-18.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | -2.7% | -1.0% | -1.7% | -2.5% |
| 30D | -5.0% | -2.5% | -2.5% | -4.5% |
| 3M | +6.6% | +4.0% | +2.6% | +5.7% |
| 6M | +1.0% | -1.8% | +2.8% | +1.2% |
| YTD | +6.0% | -9.2% | +15.1% | +7.6% |
| 1Y | -16.6% | -7.2% | -9.4% | -15.7% |
| 3Y | -8.6% | +9.8% | -18.5% | -10.9% |
| 5Y | -10.9% | +7.5% | -18.4% | -14.2% |
| All | -10.9% | +7.2% | -18.0% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling