+1.6%
KMB vs IRM
+90.1%
-88.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | +0.5% | -8.6% | +9.1% | +0.8% |
| 30D | +12.4% | -8.0% | +20.4% | +12.8% |
| 3M | +1.0% | -12.0% | +13.0% | +1.6% |
| 6M | +12.1% | -18.2% | +30.3% | +13.3% |
| YTD | +11.6% | +31.4% | -19.7% | +8.0% |
| 1Y | +13.1% | +9.2% | +3.9% | +11.3% |
| 3Y | +1.6% | +94.6% | -93.0% | -12.0% |
| All | +1.6% | +90.1% | -88.5% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling