+16.9%
KMB vs IWD
+197.9%
-181.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -3.0% | -0.3% | -2.8% | -2.9% |
| 30D | -5.5% | +0.6% | -6.1% | -5.7% |
| 3M | +14.0% | +7.2% | +6.8% | +10.3% |
| 6M | +4.1% | +16.2% | -12.1% | -3.0% |
| YTD | +8.0% | +23.3% | -15.3% | -2.1% |
| 1Y | -13.7% | +29.6% | -43.3% | -23.7% |
| 3Y | -5.9% | +70.5% | -76.4% | -27.5% |
| 5Y | -8.6% | +73.5% | -82.1% | -30.8% |
| All | +16.9% | +197.9% | -181.0% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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