+38.7%
KMB vs RBA
+236.6%
-197.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.9% |
| 7D | +3.4% | +2.5% | +0.9% | +3.1% |
| 30D | +14.7% | +11.6% | +3.1% | +13.2% |
| 3M | +3.3% | +1.5% | +1.8% | +2.9% |
| 6M | +16.8% | -6.6% | +23.4% | +17.3% |
| YTD | +15.2% | -6.3% | +21.5% | +15.3% |
| 1Y | +13.3% | -4.0% | +17.3% | +13.0% |
| 3Y | +5.4% | +47.3% | -41.8% | -0.7% |
| 5Y | +2.7% | +47.7% | -44.9% | -4.2% |
| 10Y | +38.7% | +224.7% | -186.1% | +9.8% |
| All | +38.7% | +236.6% | -197.9% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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