-12.8%
KMB vs ITOT
+75.4%
-88.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | -8.6% | -0.4% | -8.2% | -8.6% |
| 30D | -7.5% | -1.6% | -6.0% | -7.4% |
| 3M | -0.6% | +3.5% | -4.2% | -0.9% |
| 6M | -1.5% | +13.1% | -14.7% | -2.8% |
| YTD | +1.6% | +12.7% | -11.1% | +0.2% |
| 1Y | -20.8% | +18.3% | -39.1% | -22.2% |
| All | -12.8% | +75.4% | -88.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling