-20.8%
KMB vs IOT
-3.4%
-17.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.4% | -4.1% |
| 7D | -8.6% | +5.1% | -13.7% | -8.6% |
| 30D | -7.5% | -3.0% | -4.5% | -7.5% |
| 3M | -0.6% | +15.0% | -15.6% | -0.4% |
| 6M | -1.5% | +13.1% | -14.7% | -0.9% |
| YTD | +1.6% | +9.0% | -7.4% | +0.7% |
| 1Y | -20.8% | +0.1% | -20.9% | -21.5% |
| All | -20.8% | -3.4% | -17.4% | -21.5% |
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