-2.7%
KMB vs ITW
+37.5%
-40.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.5% |
| 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% | +4.5% |
| 1Y | +8.2% | +19.8% | -11.6% | +2.1% |
| 3Y | +0.4% | +32.5% | -32.1% | -8.9% |
| 5Y | -2.7% | +35.3% | -38.0% | -14.0% |
| All | -2.7% | +37.5% | -40.2% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling