+16.8%
KMB vs RIG
-42.7%
+59.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | -2.7% | -2.7% | 0.0% | -2.7% |
| 30D | -5.0% | +9.5% | -14.5% | -5.1% |
| 3M | +6.6% | -6.6% | +13.2% | +6.6% |
| 6M | +1.0% | -2.9% | +3.8% | +0.9% |
| YTD | +6.0% | +39.5% | -33.5% | +5.5% |
| 1Y | -16.6% | +82.3% | -98.9% | -17.3% |
| 3Y | -8.6% | -29.6% | +20.9% | -8.7% |
| 5Y | -10.9% | +63.2% | -74.0% | -12.7% |
| 10Y | +16.8% | -45.0% | +61.8% | +7.7% |
| All | +16.8% | -42.7% | +59.5% | +7.7% |
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