+1,240.9%
KMB vs RIG
-40.2%
+1,281.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.5% |
| 7D | -3.0% | +0.9% | -3.9% | -3.1% |
| 30D | -5.5% | +13.8% | -19.3% | -6.0% |
| 3M | +14.0% | -6.4% | +20.4% | +14.1% |
| 6M | +4.1% | -8.2% | +12.2% | +4.1% |
| YTD | +8.0% | +41.6% | -33.6% | +6.1% |
| 1Y | -13.7% | +88.7% | -102.5% | -16.4% |
| 3Y | -5.9% | -30.9% | +24.9% | -6.2% |
| 5Y | -8.6% | +57.7% | -66.3% | -14.1% |
| 10Y | +17.3% | -39.3% | +56.5% | +5.2% |
| All | +1,240.9% | -40.2% | +1,281.1% | +1,056.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling