+3.5%
KMB vs RACE
+30.0%
-26.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +1.8% |
| 7D | +0.4% | +5.7% | -5.3% | -0.3% |
| 30D | +14.1% | +9.3% | +4.9% | +12.8% |
| 3M | -0.5% | +3.8% | -4.4% | -1.1% |
| 6M | +16.6% | +29.8% | -13.2% | +12.9% |
| YTD | +13.7% | +15.6% | -1.9% | +11.1% |
| 1Y | +16.1% | +5.1% | +11.0% | +14.4% |
| All | +3.5% | +30.0% | -26.6% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling