+808.3%
IWM vs KMB
+354.2%
+454.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +0.1% | -3.0% | +3.1% | +1.3% |
| 30D | -1.3% | -5.5% | +4.2% | +0.8% |
| 3M | +1.6% | +14.0% | -12.4% | -4.0% |
| 6M | +13.6% | +4.1% | +9.5% | +10.9% |
| YTD | +20.8% | +8.0% | +12.7% | +15.9% |
| 1Y | +26.4% | -13.7% | +40.2% | +31.6% |
| 3Y | +60.7% | -5.9% | +66.6% | +58.3% |
| 5Y | +38.2% | -8.6% | +46.8% | +36.0% |
| 10Y | +169.5% | +17.3% | +152.2% | +127.1% |
| All | +808.3% | +354.2% | +454.1% | +330.7% |
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