+38.7%
KMB vs RGEN
+508.6%
-470.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +3.1% |
| 7D | +3.4% | +3.5% | -0.1% | +3.2% |
| 30D | +14.7% | +2.9% | +11.8% | +14.5% |
| 3M | +3.3% | +9.2% | -5.9% | +2.7% |
| 6M | +16.8% | +44.9% | -28.1% | +14.2% |
| YTD | +15.2% | +9.2% | +6.0% | +14.0% |
| 1Y | +13.3% | +25.3% | -12.0% | +11.3% |
| 3Y | +5.4% | +21.7% | -16.3% | +2.1% |
| 5Y | +2.7% | -34.5% | +37.2% | +2.6% |
| 10Y | +38.7% | +478.9% | -440.3% | +8.7% |
| All | +38.7% | +508.6% | -470.0% | +8.7% |
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