+14.7%
KMB vs IVZ
+60.3%
-45.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -8.6% | +1.2% | -9.8% | -8.7% |
| 30D | -7.5% | +1.8% | -9.3% | -7.7% |
| 3M | -0.6% | +15.7% | -16.4% | -2.4% |
| 6M | -1.5% | +36.3% | -37.9% | -5.2% |
| YTD | +1.6% | +24.9% | -23.3% | -1.5% |
| 1Y | -20.8% | +48.9% | -69.7% | -24.9% |
| 3Y | -12.4% | +136.8% | -149.2% | -23.0% |
| 5Y | -12.9% | +60.0% | -72.9% | -20.6% |
| 10Y | +14.7% | +63.4% | -48.6% | -4.3% |
| All | +14.7% | +60.3% | -45.6% | -4.3% |
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