+0.1%
KMB vs ITW
+33.1%
-33.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | -3.0% | +0.5% | -3.4% | -3.1% |
| 30D | +9.1% | +7.7% | +1.4% | +6.4% |
| 3M | -0.4% | -1.3% | +0.9% | -0.1% |
| 6M | +13.0% | +15.5% | -2.5% | +8.0% |
| YTD | +10.3% | +18.6% | -8.3% | +4.7% |
| 1Y | +8.2% | +19.8% | -11.6% | +2.3% |
| All | +0.1% | +33.1% | -33.0% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling