-13.7%
KMB vs IOT
+14.9%
-28.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.6% |
| 7D | -3.0% | -2.3% | -0.7% | -3.0% |
| 30D | -5.5% | +3.8% | -9.3% | -5.5% |
| 3M | +14.0% | +14.2% | -0.2% | +13.9% |
| 6M | +4.1% | +40.1% | -36.0% | +5.0% |
| YTD | +8.0% | +13.4% | -5.4% | +7.8% |
| 1Y | -13.7% | +12.2% | -25.9% | -14.3% |
| All | -13.7% | +14.9% | -28.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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