+18.4%
IWM vs KMB
+9.5%
+8.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | +1.4% | +0.9% | +0.5% | +1.3% |
| 30D | +2.3% | +10.1% | -7.8% | +1.5% |
| 3M | -8.3% | 0.0% | -8.4% | -8.5% |
| 6M | -1.3% | +15.7% | -17.0% | -2.2% |
| YTD | +13.5% | +12.6% | +0.9% | +12.9% |
| 1Y | +18.4% | +10.1% | +8.3% | +18.5% |
| All | +18.4% | +9.5% | +8.9% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling