+1,174.7%
KMB vs IT
+6,105.9%
-4,931.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 6M | +4.1% | +11.7% | -7.6% | +2.5% |
| YTD | +8.0% | -26.1% | +34.2% | +9.6% |
| 1Y | -13.7% | -21.3% | +7.5% | -13.1% |
| 3Y | -5.9% | -46.7% | +40.8% | -3.0% |
| 5Y | -8.6% | -40.5% | +31.9% | -7.3% |
| 10Y | +17.3% | +103.9% | -86.6% | +5.9% |
| All | +1,174.7% | +6,105.9% | -4,931.2% | +889.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling