+69.2%
IYR vs KMB
+12.7%
+56.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +0.5% |
| 7D | -0.9% | -8.6% | +7.7% | +2.6% |
| 30D | -2.4% | -7.5% | +5.2% | +0.6% |
| 3M | -2.0% | -0.6% | -1.4% | -2.1% |
| 6M | +2.5% | -1.5% | +4.0% | +2.5% |
| YTD | +8.3% | +1.6% | +6.7% | +6.6% |
| 1Y | +6.5% | -20.8% | +27.2% | +15.5% |
| 3Y | +29.3% | -12.4% | +41.7% | +32.4% |
| 5Y | +5.7% | -12.9% | +18.6% | +7.3% |
| 10Y | +69.2% | +14.7% | +54.5% | +53.7% |
| All | +69.2% | +12.7% | +56.5% | +53.7% |
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 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