+16.8%
KMB vs IRM
+407.3%
-390.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.8% |
| 7D | -2.7% | +1.6% | -4.4% | -3.1% |
| 30D | -5.0% | -4.2% | -0.8% | -4.3% |
| 3M | +6.6% | -5.4% | +11.9% | +7.4% |
| 6M | +1.0% | +12.0% | -11.1% | -2.1% |
| YTD | +6.0% | +42.0% | -36.1% | -2.6% |
| 1Y | -16.6% | +29.9% | -46.5% | -22.2% |
| 3Y | -8.6% | +104.4% | -113.0% | -25.6% |
| 5Y | -10.9% | +191.0% | -201.9% | -35.0% |
| 10Y | +16.8% | +417.1% | -400.3% | -30.2% |
| All | +16.8% | +407.3% | -390.5% | -30.2% |
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