-8.0%
KMB vs RBA
+45.3%
-53.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -3.0% | -2.9% | -0.1% | -2.8% |
| 30D | -5.5% | -12.3% | +6.8% | -4.5% |
| 3M | +14.0% | -20.5% | +34.5% | +15.9% |
| 6M | +4.1% | -18.5% | +22.6% | +5.6% |
| YTD | +8.0% | -18.2% | +26.3% | +9.4% |
| 1Y | -13.7% | -27.5% | +13.8% | -12.0% |
| 3Y | -5.9% | +38.1% | -44.0% | -8.2% |
| All | -8.0% | +45.3% | -53.3% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling