+990.2%
IBKR vs KMB
+14.6%
+975.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | -1.3% | -6.5% | +5.1% | -0.7% |
| 30D | -0.2% | -8.8% | +8.6% | +0.7% |
| 3M | +3.0% | -2.2% | +5.1% | +2.9% |
| 6M | +33.9% | +0.7% | +33.2% | +33.2% |
| YTD | +42.5% | +1.0% | +41.5% | +41.6% |
| 1Y | +44.9% | -20.3% | +65.2% | +48.2% |
| 3Y | +293.0% | -13.3% | +306.3% | +292.3% |
| 5Y | +497.7% | -12.9% | +510.6% | +490.5% |
| All | +990.2% | +14.6% | +975.6% | +954.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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