+30.7%
KMB vs RACE
+647.6%
-616.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | -3.0% | -2.5% | -0.5% | -2.7% |
| 30D | -5.5% | +0.8% | -6.2% | -5.6% |
| 3M | +14.0% | +17.2% | -3.2% | +11.2% |
| 6M | +4.1% | +13.6% | -9.5% | +1.8% |
| YTD | +8.0% | +12.2% | -4.2% | +5.7% |
| 1Y | -13.7% | -16.3% | +2.5% | -12.2% |
| 3Y | -5.9% | +36.4% | -42.4% | -12.5% |
| 5Y | -8.6% | +95.0% | -103.6% | -20.8% |
| 10Y | +17.3% | +813.2% | -796.0% | -20.3% |
| All | +30.7% | +647.6% | -616.9% | -11.9% |
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