-8.0%
KMB vs IT
-40.5%
+32.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.2% |
| 7D | -3.0% | -6.0% | +3.0% | -2.6% |
| 30D | -5.5% | 0.0% | -5.5% | -5.5% |
| 3M | +14.0% | +13.1% | +0.9% | +12.3% |
| 6M | +4.1% | +11.7% | -7.6% | +2.5% |
| YTD | +8.0% | -26.1% | +34.2% | +9.0% |
| 1Y | -13.7% | -21.3% | +7.5% | -13.5% |
| 3Y | -5.9% | -46.7% | +40.8% | -3.9% |
| All | -8.0% | -40.5% | +32.5% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling