+21.8%
KMB vs IR
+336.9%
-315.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.9% |
| 7D | +6.0% | +1.5% | +4.5% | +5.9% |
| 30D | +13.5% | +9.0% | +4.5% | +12.4% |
| 3M | +3.8% | -0.9% | +4.6% | +3.7% |
| 6M | +15.6% | +13.4% | +2.2% | +13.9% |
| YTD | +14.0% | +8.5% | +5.6% | +12.6% |
| 1Y | +12.9% | +11.3% | +1.7% | +11.2% |
| 3Y | +3.7% | +26.0% | -22.3% | -0.4% |
| 5Y | -0.1% | +47.9% | -47.9% | -6.6% |
| All | +21.8% | +336.9% | -315.1% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling