-13.7%
KMB vs RDW
-9.1%
-4.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.4% |
| 7D | -6.5% | +0.9% | -7.3% | -6.5% |
| 30D | -8.8% | -21.3% | +12.5% | -9.0% |
| 3M | -2.2% | -37.9% | +35.7% | -2.3% |
| 6M | +0.7% | +12.3% | -11.6% | +0.7% |
| YTD | +1.0% | +39.7% | -38.7% | +1.1% |
| 1Y | -20.3% | +25.7% | -46.0% | -20.2% |
| 3Y | -13.3% | +230.8% | -244.1% | -12.9% |
| All | -13.7% | -9.1% | -4.6% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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