+8.2%
KMB vs RIG
+27.3%
-19.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -3.0% | +4.3% | -7.3% | -2.7% |
| 30D | +9.1% | -5.8% | +14.9% | +8.8% |
| 3M | -0.4% | -6.7% | +6.3% | -0.6% |
| 6M | +13.0% | -18.7% | +31.6% | +12.8% |
| YTD | +10.3% | +28.8% | -18.5% | +7.5% |
| 1Y | +8.2% | +28.8% | -20.6% | +5.4% |
| All | +8.2% | +27.3% | -19.1% | +5.4% |
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