+1.6%
KMB vs RIG
-24.1%
+25.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.6% | -1.8% |
| 7D | +0.5% | -24.5% | +24.9% | -0.2% |
| 30D | +12.4% | -2.8% | +15.2% | +12.3% |
| 3M | +1.0% | +1.6% | -0.6% | +1.1% |
| 6M | +12.1% | -15.9% | +28.0% | +11.9% |
| YTD | +11.6% | +26.9% | -15.3% | +12.0% |
| 1Y | +13.1% | +34.4% | -21.2% | +13.6% |
| 3Y | +1.6% | -21.2% | +22.8% | -0.9% |
| All | +1.6% | -24.1% | +25.6% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling