+805.1%
KMB vs IVZ
+1,117.8%
-312.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -3.0% | +0.6% | -3.7% | -3.1% |
| 30D | -5.5% | +4.0% | -9.5% | -6.0% |
| 3M | +14.0% | +18.2% | -4.2% | +11.4% |
| 6M | +4.1% | +32.8% | -28.7% | +0.1% |
| YTD | +8.0% | +28.7% | -20.7% | +4.0% |
| 1Y | -13.7% | +55.4% | -69.1% | -19.0% |
| 3Y | -5.9% | +135.2% | -141.2% | -17.7% |
| 5Y | -8.6% | +64.2% | -72.8% | -17.6% |
| 10Y | +17.3% | +64.6% | -47.3% | 0.0% |
| All | +805.1% | +1,117.8% | -312.7% | +401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling