+38.7%
KMB vs IAU
+209.6%
-171.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +3.1% |
| 7D | +3.4% | +4.9% | -1.5% | +3.0% |
| 30D | +14.7% | -1.4% | +16.1% | +14.8% |
| 3M | +3.3% | -4.8% | +8.1% | +3.6% |
| 6M | +16.8% | -12.5% | +29.3% | +18.1% |
| YTD | +15.2% | -4.2% | +19.4% | +15.3% |
| 1Y | +13.3% | +3.1% | +10.2% | +12.6% |
| 3Y | +5.4% | +110.0% | -104.6% | -2.4% |
| 5Y | +2.7% | +123.1% | -120.3% | -6.3% |
| 10Y | +38.7% | +216.7% | -178.0% | +32.8% |
| All | +38.7% | +209.6% | -171.0% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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