+1.6%
KMB vs RL
+240.1%
-238.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.7% |
| 7D | +0.5% | -4.2% | +4.6% | +0.7% |
| 30D | +12.4% | +4.3% | +8.1% | +12.1% |
| 3M | +1.0% | -4.6% | +5.6% | +1.2% |
| 6M | +12.1% | +1.7% | +10.4% | +11.8% |
| YTD | +11.6% | +7.3% | +4.3% | +10.9% |
| 1Y | +13.1% | +20.8% | -7.7% | +12.1% |
| 3Y | +1.6% | +247.0% | -245.4% | -1.9% |
| All | +1.6% | +240.1% | -238.5% | -1.9% |
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