+38.3%
KMB vs IRM
+520.0%
-481.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | +0.9% | +6.8% | -5.9% | -0.3% |
| 30D | +10.1% | +2.6% | +7.5% | +9.2% |
| 3M | 0.0% | -9.5% | +9.5% | +1.5% |
| 6M | +15.7% | -8.5% | +24.2% | +16.8% |
| YTD | +12.6% | +40.3% | -27.6% | +3.5% |
| 1Y | +10.1% | +28.7% | -18.6% | +2.9% |
| 3Y | +2.1% | +111.8% | -109.7% | -17.7% |
| 5Y | -0.7% | +189.1% | -189.8% | -27.6% |
| All | +38.3% | +520.0% | -481.7% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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