+13.5%
KMB vs ITW
+194.8%
-181.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.7% |
| 7D | -6.5% | -0.7% | -5.8% | -6.2% |
| 30D | -8.8% | -8.3% | -0.5% | -6.1% |
| 3M | -2.2% | +6.0% | -8.2% | -4.0% |
| 6M | +0.7% | 0.0% | +0.7% | +0.6% |
| YTD | +1.0% | +10.2% | -9.2% | -2.3% |
| 1Y | -20.3% | +3.2% | -23.5% | -21.4% |
| 3Y | -13.3% | +21.0% | -34.2% | -19.6% |
| 5Y | -12.9% | +37.9% | -50.9% | -24.0% |
| All | +13.5% | +194.8% | -181.4% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling