+13.6%
KMB vs RIG
+43.0%
-29.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.6% | +11.8% | +3.8% |
| 7D | +0.4% | -18.8% | +19.1% | -0.4% |
| 30D | +14.0% | -1.1% | +15.1% | +14.0% |
| 3M | -1.3% | +4.4% | -5.7% | -1.0% |
| 6M | +16.7% | -20.8% | +37.5% | +16.8% |
| YTD | +12.0% | +32.0% | -20.0% | +9.7% |
| 1Y | +13.6% | +39.7% | -26.1% | +11.2% |
| All | +13.6% | +43.0% | -29.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling