+631.4%
KMB vs IRM
+9,964.6%
-9,333.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.8% |
| 7D | -3.0% | -0.5% | -2.6% | -3.0% |
| 30D | -5.5% | -8.1% | +2.6% | -4.3% |
| 3M | +14.0% | -9.7% | +23.6% | +15.4% |
| 6M | +4.1% | +10.0% | -5.9% | +2.1% |
| YTD | +8.0% | +43.0% | -35.0% | +1.6% |
| 1Y | -13.7% | +32.7% | -46.4% | -18.2% |
| 3Y | -5.9% | +102.7% | -108.7% | -17.6% |
| 5Y | -8.6% | +187.6% | -196.2% | -25.0% |
| 10Y | +17.3% | +420.1% | -402.8% | -14.0% |
| All | +631.4% | +9,964.6% | -9,333.2% | +313.1% |
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