-14.2%
KMB vs IOT
+54.4%
-68.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -7.7% | -0.8% | -6.9% | -7.7% |
| 30D | -8.2% | -4.7% | -3.5% | -8.2% |
| 3M | -1.9% | +17.8% | -19.7% | -1.9% |
| 6M | -0.7% | +16.8% | -17.5% | -0.6% |
| YTD | +1.4% | +8.4% | -7.1% | +1.4% |
| 1Y | -19.1% | -0.8% | -18.3% | -19.1% |
| 3Y | -12.6% | +25.7% | -38.3% | -13.0% |
| All | -14.2% | +54.4% | -68.5% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling