-6.4%
KMB vs RDW
0.0%
-6.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -4.1% |
| 7D | -8.6% | +3.6% | -12.2% | -8.6% |
| 30D | -7.5% | -18.4% | +10.9% | -7.7% |
| 3M | -0.6% | -32.1% | +31.4% | -0.7% |
| 6M | -1.5% | +10.9% | -12.4% | -1.5% |
| YTD | +1.6% | +40.8% | -39.2% | +1.7% |
| 1Y | -20.8% | +31.1% | -51.9% | -20.7% |
| 3Y | -12.4% | +245.2% | -257.6% | -12.0% |
| 5Y | -12.9% | -16.7% | +3.8% | -14.5% |
| All | -6.4% | 0.0% | -6.4% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling