-5.6%
KMB vs IWD
+70.7%
-76.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.0% |
| 6M | +4.1% | +16.2% | -12.1% | -1.8% |
| YTD | +8.0% | +23.3% | -15.3% | -0.3% |
| 1Y | -13.7% | +29.6% | -43.3% | -21.9% |
| All | -5.6% | +70.7% | -76.3% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling