+1,285.3%
KMB vs RIG
-46.4%
+1,331.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.6% | -1.9% |
| 7D | +0.5% | -24.5% | +24.9% | +1.4% |
| 30D | +12.4% | -2.8% | +15.2% | +12.4% |
| 3M | +1.0% | +1.6% | -0.6% | +0.8% |
| 6M | +12.1% | -15.9% | +28.0% | +12.5% |
| YTD | +11.6% | +26.9% | -15.3% | +10.0% |
| 1Y | +13.1% | +34.4% | -21.2% | +11.1% |
| 3Y | +1.6% | -21.2% | +22.8% | +0.6% |
| 5Y | -0.3% | +46.4% | -46.7% | -6.1% |
| 10Y | +37.9% | -45.8% | +83.7% | +24.3% |
| All | +1,285.3% | -46.4% | +1,331.7% | +1,098.4% |
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 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