-20.2%
KMB vs RBRK
+124.5%
-144.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.4% |
| 7D | -6.5% | -7.5% | +1.0% | -6.8% |
| 30D | -8.8% | -10.4% | +1.6% | -9.1% |
| 3M | -2.2% | +21.3% | -23.5% | -1.0% |
| 6M | +0.7% | +50.6% | -50.0% | +3.3% |
| YTD | +1.0% | +13.3% | -12.3% | +2.5% |
| 1Y | -20.3% | +11.2% | -31.6% | -19.0% |
| All | -20.2% | +124.5% | -144.7% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 3y: compounded portfolio wealth divided by compounded RBRK 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…
3y analysis · Full analysis span regression · 6 months rolling