+1,844.7%
KMB vs RGEN
+1,634.9%
+209.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -1.9% |
| 7D | +0.5% | -1.9% | +2.4% | +0.5% |
| 30D | +12.4% | +3.7% | +8.6% | +12.3% |
| 3M | +1.0% | +8.8% | -7.8% | +0.8% |
| 6M | +12.1% | +38.0% | -25.8% | +11.4% |
| YTD | +11.6% | +5.9% | +5.7% | +11.3% |
| 1Y | +13.1% | +19.7% | -6.6% | +12.6% |
| 3Y | +1.6% | +20.5% | -18.9% | +0.7% |
| 5Y | -0.3% | -35.0% | +34.7% | -0.7% |
| 10Y | +37.9% | +540.9% | -503.0% | +32.2% |
| All | +1,844.7% | +1,634.9% | +209.8% | +1,487.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling