+38.7%
KMB vs IRM
+480.4%
-441.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.8% | +2.5% |
| 7D | +3.4% | -3.8% | +7.2% | +3.9% |
| 30D | +14.7% | -3.2% | +17.9% | +15.1% |
| 3M | +3.3% | -7.8% | +11.1% | +4.4% |
| 6M | +16.8% | -12.7% | +29.5% | +19.0% |
| YTD | +15.2% | +36.7% | -21.5% | +6.3% |
| 1Y | +13.3% | +10.0% | +3.3% | +9.3% |
| 3Y | +5.4% | +107.2% | -101.8% | -14.8% |
| 5Y | +2.7% | +181.6% | -178.8% | -24.9% |
| 10Y | +38.7% | +481.1% | -442.5% | -21.7% |
| All | +38.7% | +480.4% | -441.8% | -21.7% |
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