+38.7%
KMB vs RIG
-46.5%
+85.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.6% | +3.2% |
| 7D | +3.4% | -17.0% | +20.4% | +3.5% |
| 30D | +14.7% | -6.2% | +20.9% | +14.7% |
| 3M | +3.3% | -1.7% | +5.0% | +3.2% |
| 6M | +16.8% | -19.2% | +36.0% | +16.9% |
| YTD | +15.2% | +25.2% | -10.0% | +14.8% |
| 1Y | +13.3% | +29.9% | -16.6% | +12.8% |
| 3Y | +5.4% | -21.3% | +26.7% | +5.2% |
| 5Y | +2.7% | +40.5% | -37.8% | +1.0% |
| 10Y | +38.7% | -49.6% | +88.2% | +32.0% |
| All | +38.7% | -46.5% | +85.1% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling