+261.6%
KMB vs IAU
+875.8%
-614.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | -5.5% | +4.4% | -9.9% | -5.6% |
| 3M | +14.0% | -1.1% | +15.0% | +14.0% |
| 6M | +4.1% | -13.7% | +17.8% | +4.4% |
| YTD | +8.0% | +2.7% | +5.3% | +8.0% |
| 1Y | -13.7% | +24.6% | -38.4% | -14.1% |
| 3Y | -5.9% | +126.8% | -132.8% | -7.1% |
| 5Y | -8.6% | +139.5% | -148.1% | -9.9% |
| 10Y | +17.3% | +226.3% | -209.0% | +16.4% |
| All | +261.6% | +875.8% | -614.1% | +266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling