+43.4%
IYR vs KMB
+4.9%
+38.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.7% |
| 7D | +2.3% | +3.4% | -1.1% | +1.3% |
| 30D | +7.4% | +14.7% | -7.3% | +3.6% |
| 3M | -0.7% | +3.3% | -4.0% | -1.7% |
| 6M | +1.6% | +16.8% | -15.2% | -2.5% |
| YTD | +11.6% | +15.2% | -3.7% | +7.1% |
| 1Y | +10.5% | +13.3% | -2.8% | +6.5% |
| 3Y | +43.4% | +5.4% | +38.0% | +38.0% |
| All | +43.4% | +4.9% | +38.5% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling