-14.8%
KMB vs IR
-1.2%
-13.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.0% | -3.0% |
| 7D | -4.2% | -2.8% | -1.4% | -3.7% |
| 30D | -6.6% | -15.1% | +8.5% | -4.0% |
| 3M | +12.6% | +6.1% | +6.6% | +11.6% |
| 6M | +2.9% | -16.8% | +19.7% | +3.7% |
| YTD | +6.8% | -3.5% | +10.3% | +7.4% |
| 1Y | -14.8% | -3.5% | -11.3% | -15.4% |
| All | -14.8% | -1.2% | -13.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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