+36.0%
KMB vs IWD
+207.5%
-171.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | +0.5% | -0.5% | +0.9% | +0.7% |
| 30D | +12.4% | +2.7% | +9.7% | +11.0% |
| 3M | +1.0% | +0.9% | +0.1% | +0.6% |
| 6M | +12.1% | +10.5% | +1.6% | +7.0% |
| YTD | +11.6% | +23.7% | -12.1% | +1.1% |
| 1Y | +13.1% | +28.7% | -15.6% | +0.5% |
| 3Y | +1.6% | +79.7% | -78.1% | -23.4% |
| 5Y | -0.3% | +69.7% | -70.0% | -23.5% |
| All | +36.0% | +207.5% | -171.5% | -19.2% |
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