+37.5%
KMB vs RACE
+670.3%
-632.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +1.9% |
| 7D | +0.4% | +5.7% | -5.3% | -0.5% |
| 30D | +14.1% | +9.3% | +4.9% | +12.6% |
| 3M | -0.5% | +3.8% | -4.4% | -1.2% |
| 6M | +16.6% | +29.8% | -13.2% | +11.9% |
| YTD | +13.7% | +15.6% | -1.9% | +10.7% |
| 1Y | +16.1% | +5.1% | +11.0% | +14.5% |
| 3Y | +4.7% | +30.8% | -26.1% | -1.8% |
| 5Y | +1.5% | +67.4% | -65.9% | -9.7% |
| 10Y | +40.5% | +793.6% | -753.1% | -4.2% |
| All | +37.5% | +670.3% | -632.8% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling