+13.5%
KMB vs IJR
+172.1%
-158.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | -6.5% | -2.2% | -4.3% | -6.0% |
| 30D | -8.8% | -4.6% | -4.2% | -7.8% |
| 3M | -2.2% | +0.2% | -2.4% | -2.2% |
| 6M | +0.7% | +14.7% | -14.1% | -2.4% |
| YTD | +1.0% | +18.9% | -17.8% | -2.9% |
| 1Y | -20.3% | +19.9% | -40.3% | -23.7% |
| 3Y | -13.3% | +53.0% | -66.3% | -22.6% |
| 5Y | -12.9% | +40.9% | -53.8% | -21.6% |
| All | +13.5% | +172.1% | -158.6% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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