-0.6%
KMB vs IP
-12.0%
+11.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -1.9% |
| 7D | +0.5% | -5.1% | +5.5% | +1.1% |
| 30D | +12.4% | +8.5% | +3.9% | +11.2% |
| 3M | +1.0% | -13.8% | +14.8% | +2.8% |
| 6M | +12.1% | +5.7% | +6.4% | +11.3% |
| YTD | +11.6% | -9.1% | +20.7% | +12.2% |
| 1Y | +13.1% | -0.8% | +13.9% | +12.6% |
| 3Y | +1.6% | +14.8% | -13.2% | -2.8% |
| All | -0.6% | -12.0% | +11.5% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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