-12.9%
KMB vs IJR
+39.8%
-52.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | -8.6% | -1.1% | -7.5% | -8.4% |
| 30D | -7.5% | -3.6% | -3.9% | -6.9% |
| 3M | -0.6% | +2.3% | -2.9% | -1.0% |
| 6M | -1.5% | +14.3% | -15.9% | -3.7% |
| YTD | +1.6% | +19.3% | -17.7% | -1.3% |
| 1Y | -20.8% | +22.6% | -43.4% | -23.5% |
| 3Y | -12.4% | +53.5% | -65.9% | -19.9% |
| 5Y | -12.9% | +39.9% | -52.9% | -21.5% |
| All | -12.9% | +39.8% | -52.8% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling