-5.6%
KMB vs RL
+212.5%
-218.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.7% |
| 7D | -3.0% | -0.8% | -2.2% | -3.0% |
| 30D | -5.5% | -7.8% | +2.3% | -5.1% |
| 3M | +14.0% | -4.0% | +18.0% | +14.2% |
| 6M | +4.1% | -1.9% | +6.0% | +4.0% |
| YTD | +8.0% | -0.2% | +8.2% | +7.9% |
| 1Y | -13.7% | +10.7% | -24.4% | -14.1% |
| All | -5.6% | +212.5% | -218.1% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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