+13.6%
KMB vs IOT
+8.2%
+5.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +4.1% |
| 7D | +0.4% | -0.5% | +0.8% | +0.3% |
| 30D | +14.0% | +1.0% | +13.0% | +13.9% |
| 3M | -1.3% | +10.9% | -12.2% | -1.5% |
| 6M | +16.7% | +39.9% | -23.2% | +17.0% |
| YTD | +12.0% | +20.8% | -8.8% | +11.0% |
| 1Y | +13.6% | +10.6% | +3.1% | +12.9% |
| All | +13.6% | +8.2% | +5.5% | +12.9% |
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