-8.0%
KMB vs RGEN
-42.4%
+34.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | -3.0% | -4.9% | +1.9% | -2.9% |
| 30D | -5.5% | +5.7% | -11.2% | -5.6% |
| 3M | +14.0% | +32.4% | -18.5% | +13.3% |
| 6M | +4.1% | +33.2% | -29.1% | +3.4% |
| YTD | +8.0% | +2.3% | +5.8% | +7.6% |
| 1Y | -13.7% | +39.0% | -52.7% | -14.6% |
| 3Y | -5.9% | -4.6% | -1.3% | -6.5% |
| All | -8.0% | -42.4% | +34.4% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling