+36.0%
KMB vs RBA
+224.6%
-188.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | +0.5% | +4.3% | -3.8% | 0.0% |
| 30D | +12.4% | +16.3% | -3.9% | +10.3% |
| 3M | +1.0% | +1.3% | -0.3% | +0.7% |
| 6M | +12.1% | -11.1% | +23.2% | +13.3% |
| YTD | +11.6% | -8.5% | +20.1% | +12.0% |
| 1Y | +13.1% | -2.1% | +15.2% | +12.6% |
| 3Y | +1.6% | +44.6% | -43.0% | -4.1% |
| 5Y | -0.3% | +36.8% | -37.2% | -6.0% |
| All | +36.0% | +224.6% | -188.6% | +9.6% |
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