-1.3%
KMB vs ITOT
+63.9%
-65.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +0.9% | +2.5% | -1.6% | +0.4% |
| 30D | +10.1% | -1.7% | +11.8% | +10.4% |
| 3M | 0.0% | -3.4% | +3.4% | +0.6% |
| 6M | +15.7% | +2.1% | +13.6% | +15.0% |
| YTD | +12.6% | +11.5% | +1.2% | +9.9% |
| 1Y | +10.1% | +13.6% | -3.5% | +7.0% |
| 3Y | +2.1% | +77.2% | -75.1% | -12.3% |
| All | -1.3% | +63.9% | -65.2% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling