+41.1%
KMB vs IVZ
+48.7%
-7.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +6.0% | +2.2% | +3.9% | +5.7% |
| 30D | +13.5% | -2.2% | +15.7% | +13.7% |
| 3M | +3.8% | -8.4% | +12.2% | +4.6% |
| 6M | +15.6% | +6.2% | +9.4% | +14.3% |
| YTD | +14.0% | +12.4% | +1.6% | +11.7% |
| 1Y | +12.9% | +26.0% | -13.1% | +9.1% |
| 3Y | +3.7% | +147.9% | -144.1% | -9.8% |
| 5Y | -0.1% | +38.8% | -38.8% | -7.3% |
| 10Y | +41.1% | +44.6% | -3.4% | +19.4% |
| All | +41.1% | +48.7% | -7.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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