+37.8%
KMB vs RBA
+209.3%
-171.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +10.2% | +9.0% | +1.3% | +9.0% |
| 3M | +1.5% | +7.2% | -5.7% | +0.5% |
| 6M | +16.6% | -7.8% | +24.4% | +17.3% |
| YTD | +12.1% | -6.4% | +18.4% | +12.2% |
| 1Y | +11.1% | -4.2% | +15.2% | +10.8% |
| 3Y | +1.9% | +64.1% | -62.1% | -5.3% |
| 5Y | -1.3% | +48.4% | -49.7% | -8.1% |
| 10Y | +37.8% | +209.9% | -172.1% | +8.3% |
| All | +37.8% | +209.3% | -171.5% | +8.3% |
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