+167.5%
IWM vs KMB
+17.2%
+150.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +0.1% | -3.0% | +3.1% | +0.8% |
| 30D | -1.3% | -5.5% | +4.2% | 0.0% |
| 3M | +1.6% | +14.0% | -12.4% | -1.9% |
| 6M | +13.6% | +4.1% | +9.5% | +12.0% |
| YTD | +20.8% | +8.0% | +12.7% | +17.8% |
| 1Y | +26.4% | -13.7% | +40.2% | +30.0% |
| 3Y | +60.7% | -5.9% | +66.6% | +59.1% |
| 5Y | +38.2% | -8.6% | +46.8% | +36.7% |
| All | +167.5% | +17.2% | +150.3% | +157.5% |
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