+36.0%
KMB vs RACE
+740.1%
-704.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.6% |
| 7D | +0.5% | +5.1% | -4.6% | -0.3% |
| 30D | +12.4% | +7.7% | +4.7% | +11.1% |
| 3M | +1.0% | +2.2% | -1.2% | +0.6% |
| 6M | +12.1% | +23.8% | -11.6% | +8.3% |
| YTD | +11.6% | +13.9% | -2.3% | +8.8% |
| 1Y | +13.1% | +3.8% | +9.3% | +11.8% |
| 3Y | +1.6% | +28.0% | -26.5% | -4.7% |
| 5Y | -0.3% | +64.9% | -65.3% | -11.6% |
| All | +36.0% | +740.1% | -704.1% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling