+35.5%
KMB vs IT
+88.7%
-53.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -3.0% | -3.7% | +0.7% | -2.5% |
| 30D | +9.1% | -3.1% | +12.2% | +9.4% |
| 3M | -0.4% | +6.3% | -6.8% | -1.3% |
| 6M | +13.0% | +24.8% | -11.8% | +9.4% |
| YTD | +10.3% | -24.4% | +34.7% | +12.1% |
| 1Y | +8.2% | -17.1% | +25.3% | +8.7% |
| 3Y | +0.4% | -53.6% | +54.0% | +6.7% |
| 5Y | -2.7% | -42.5% | +39.8% | -0.8% |
| All | +35.5% | +88.7% | -53.2% | +11.4% |
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