+16.8%
KMB vs IAU
+216.4%
-199.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -2.7% | +0.7% | -3.5% | -2.8% |
| 30D | -5.0% | +0.3% | -5.4% | -5.1% |
| 3M | +6.6% | +0.7% | +5.9% | +6.5% |
| 6M | +1.0% | -15.5% | +16.5% | +2.5% |
| YTD | +6.0% | +1.0% | +5.0% | +5.7% |
| 1Y | -16.6% | +19.6% | -36.2% | -18.3% |
| 3Y | -8.6% | +125.4% | -134.1% | -16.1% |
| 5Y | -10.9% | +140.7% | -151.6% | -19.4% |
| 10Y | +16.8% | +218.1% | -201.3% | +10.7% |
| All | +16.8% | +216.4% | -199.6% | +10.7% |
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