+14.7%
KMB vs IT
+88.4%
-73.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.9% |
| 7D | -8.6% | -9.1% | +0.5% | -7.7% |
| 30D | -7.5% | -12.2% | +4.6% | -6.3% |
| 3M | -0.6% | +7.8% | -8.4% | -2.0% |
| 6M | -1.5% | +2.0% | -3.5% | -2.6% |
| YTD | +1.6% | -32.7% | +34.3% | +4.7% |
| 1Y | -20.8% | -31.1% | +10.3% | -18.7% |
| 3Y | -12.4% | -52.1% | +39.7% | -7.6% |
| 5Y | -12.9% | -46.3% | +33.3% | -10.7% |
| 10Y | +14.7% | +91.4% | -76.6% | -5.6% |
| All | +14.7% | +88.4% | -73.7% | -5.6% |
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