+3.7%
KMB vs IWF
+66.6%
-62.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.1% |
| 7D | +6.0% | -2.9% | +8.9% | +5.8% |
| 30D | +13.5% | -10.9% | +24.4% | +12.6% |
| 3M | +3.8% | -8.1% | +11.9% | +3.1% |
| 6M | +15.6% | -7.5% | +23.1% | +15.0% |
| YTD | +14.0% | -3.4% | +17.4% | +13.4% |
| 1Y | +12.9% | -5.0% | +17.9% | +12.3% |
| 3Y | +3.7% | +64.0% | -60.3% | +1.8% |
| All | +3.7% | +66.6% | -62.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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