+13.6%
KMB vs IRE
-97.6%
+111.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -23.2% | +27.4% | +3.6% |
| 7D | +0.4% | -46.8% | +47.2% | -0.6% |
| 30D | +14.0% | -75.5% | +89.5% | +11.8% |
| 3M | -1.3% | -79.4% | +78.1% | -3.2% |
| 6M | +16.7% | -91.3% | +108.0% | +14.5% |
| YTD | +12.0% | -90.8% | +102.8% | +10.6% |
| 1Y | +13.6% | -97.7% | +111.4% | +11.3% |
| All | +13.6% | -97.6% | +111.2% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling