+2.1%
KMB vs RL
+250.5%
-248.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.2% |
| 7D | +0.9% | +2.6% | -1.7% | +0.7% |
| 30D | +10.1% | +2.9% | +7.1% | +9.8% |
| 3M | 0.0% | 0.0% | 0.0% | -0.1% |
| 6M | +15.7% | +17.1% | -1.4% | +14.5% |
| YTD | +12.6% | +10.1% | +2.5% | +11.8% |
| 1Y | +10.1% | +17.3% | -7.2% | +9.1% |
| 3Y | +2.1% | +249.3% | -247.2% | -1.9% |
| All | +2.1% | +250.5% | -248.4% | -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