+4.9%
IYR vs KMB
-7.8%
+12.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -1.2% | -3.0% | +1.8% | -0.3% |
| 30D | -2.9% | -5.5% | +2.6% | -1.1% |
| 3M | +0.8% | +14.0% | -13.1% | -3.5% |
| 6M | +1.9% | +4.1% | -2.2% | +0.2% |
| YTD | +9.6% | +8.0% | +1.6% | +6.3% |
| 1Y | +8.1% | -13.7% | +21.8% | +12.8% |
| 3Y | +29.2% | -5.9% | +35.1% | +28.3% |
| All | +4.9% | -7.8% | +12.6% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling