-10.9%
KMB vs IVZ
+63.4%
-74.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | -5.0% | +3.1% | -8.1% | -5.2% |
| 3M | +6.6% | +18.2% | -11.6% | +5.4% |
| 6M | +1.0% | +38.6% | -37.6% | -1.3% |
| YTD | +6.0% | +25.9% | -19.9% | +4.0% |
| 1Y | -16.6% | +51.7% | -68.3% | -19.3% |
| 3Y | -8.6% | +138.7% | -147.3% | -16.1% |
| 5Y | -10.9% | +62.8% | -73.6% | -16.9% |
| All | -10.9% | +63.4% | -74.2% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling