+1,216.8%
KMB vs IT
+6,228.4%
-5,011.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.5% |
| 7D | +0.5% | -16.9% | +17.4% | +2.0% |
| 30D | +12.4% | +2.3% | +10.1% | +12.1% |
| 3M | +1.0% | +2.9% | -1.9% | +0.5% |
| 6M | +12.1% | +25.9% | -13.7% | +9.4% |
| YTD | +11.6% | -24.6% | +36.3% | +12.9% |
| 1Y | +13.1% | -16.0% | +29.2% | +13.4% |
| 3Y | +1.6% | -51.6% | +53.1% | +5.6% |
| 5Y | -0.3% | -42.6% | +42.3% | +1.4% |
| 10Y | +37.9% | +103.6% | -65.6% | +24.4% |
| All | +1,216.8% | +6,228.4% | -5,011.6% | +918.8% |
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