+655.6%
KMB vs IRM
+9,145.3%
-8,489.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | +0.5% | -8.6% | +9.1% | +1.6% |
| 30D | +12.4% | -8.0% | +20.4% | +13.5% |
| 3M | +1.0% | -12.0% | +13.0% | +2.6% |
| 6M | +12.1% | -18.2% | +30.3% | +14.9% |
| YTD | +11.6% | +31.4% | -19.7% | +6.0% |
| 1Y | +13.1% | +9.2% | +3.9% | +10.4% |
| 3Y | +1.6% | +94.6% | -93.0% | -10.7% |
| 5Y | -0.3% | +170.2% | -170.5% | -17.6% |
| 10Y | +37.9% | +464.3% | -426.4% | 0.0% |
| All | +655.6% | +9,145.3% | -8,489.8% | +331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling