+13.6%
KMB vs RACE
+10.6%
+3.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.3% | -0.1% | +3.2% |
| 7D | +0.4% | +9.9% | -9.6% | -1.6% |
| 30D | +14.0% | +12.8% | +1.2% | +11.2% |
| 3M | -1.3% | +7.4% | -8.7% | -2.9% |
| 6M | +16.7% | +27.6% | -10.9% | +11.1% |
| YTD | +12.0% | +18.4% | -6.4% | +6.4% |
| 1Y | +13.6% | +9.5% | +4.1% | +9.4% |
| All | +13.6% | +10.6% | +3.1% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling