+714.7%
IYR vs KMB
+383.2%
+331.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | 0.0% |
| 7D | +2.3% | +3.4% | -1.1% | +0.5% |
| 30D | +7.4% | +14.7% | -7.3% | +0.2% |
| 3M | -0.7% | +3.3% | -4.0% | -2.6% |
| 6M | +1.6% | +16.8% | -15.2% | -6.7% |
| YTD | +11.6% | +15.2% | -3.7% | +2.6% |
| 1Y | +10.5% | +13.3% | -2.8% | +2.4% |
| 3Y | +43.4% | +5.4% | +38.0% | +34.1% |
| 5Y | +6.8% | +2.7% | +4.1% | 0.0% |
| 10Y | +86.0% | +38.7% | +47.3% | +42.9% |
| All | +714.7% | +383.2% | +331.5% | +249.4% |
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