+358.1%
KMB vs IWD
+726.5%
-368.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 6M | +4.1% | +16.2% | -12.1% | -3.3% |
| YTD | +8.0% | +23.3% | -15.3% | -2.5% |
| 1Y | -13.7% | +29.6% | -43.3% | -24.0% |
| 3Y | -5.9% | +70.5% | -76.4% | -28.0% |
| 5Y | -8.6% | +73.5% | -82.1% | -31.3% |
| 10Y | +17.3% | +198.3% | -181.0% | -34.4% |
| All | +358.1% | +726.5% | -368.4% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling