+17.9%
KMB vs IR
+334.2%
-316.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -3.0% | +4.3% | -7.2% | -3.4% |
| 30D | +9.1% | +8.1% | +1.0% | +8.1% |
| 3M | -0.4% | +0.7% | -1.1% | -0.6% |
| 6M | +13.0% | +16.6% | -3.6% | +11.0% |
| YTD | +10.3% | +7.8% | +2.6% | +9.1% |
| 1Y | +8.2% | +9.9% | -1.7% | +6.7% |
| 3Y | +0.4% | +25.2% | -24.8% | -3.6% |
| 5Y | -2.7% | +46.8% | -49.5% | -9.0% |
| All | +17.9% | +334.2% | -316.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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