+14.7%
KMB vs RGEN
+402.3%
-387.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -4.0% |
| 7D | -8.6% | -4.6% | -4.0% | -8.4% |
| 30D | -7.5% | +1.2% | -8.7% | -7.6% |
| 3M | -0.6% | +26.8% | -27.5% | -2.0% |
| 6M | -1.5% | +29.1% | -30.6% | -3.2% |
| YTD | +1.6% | +0.7% | +0.9% | +1.1% |
| 1Y | -20.8% | +39.1% | -59.8% | -22.7% |
| 3Y | -12.4% | +2.2% | -14.6% | -14.3% |
| 5Y | -12.9% | -44.0% | +31.1% | -12.1% |
| 10Y | +14.7% | +412.7% | -398.0% | -8.6% |
| All | +14.7% | +402.3% | -387.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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