+41.1%
KMB vs IT
+88.3%
-47.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +6.0% | -7.5% | +13.5% | +7.0% |
| 30D | +13.5% | -1.2% | +14.7% | +13.7% |
| 3M | +3.8% | -2.2% | +6.0% | +3.8% |
| 6M | +15.6% | +19.1% | -3.5% | +12.5% |
| YTD | +14.0% | -25.1% | +39.1% | +16.0% |
| 1Y | +12.9% | -17.4% | +30.3% | +13.5% |
| 3Y | +3.7% | -54.1% | +57.8% | +10.4% |
| 5Y | -0.1% | -42.7% | +42.6% | +1.9% |
| 10Y | +41.1% | +88.1% | -47.0% | +16.2% |
| All | +41.1% | +88.3% | -47.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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