+741.9%
IWM vs KMB
+369.2%
+372.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.7% |
| 7D | -2.0% | +0.5% | -2.5% | -2.3% |
| 30D | -1.5% | +12.4% | -13.8% | -6.0% |
| 3M | -8.0% | +1.0% | -9.0% | -8.7% |
| 6M | -4.1% | +12.1% | -16.2% | -9.2% |
| YTD | +11.9% | +11.6% | +0.3% | +5.8% |
| 1Y | +15.0% | +13.1% | +1.9% | +8.0% |
| 3Y | +64.2% | +1.6% | +62.6% | +56.5% |
| 5Y | +20.4% | -0.3% | +20.7% | +14.0% |
| 10Y | +168.0% | +37.9% | +130.0% | +108.8% |
| All | +741.9% | +369.2% | +372.7% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling