-1.3%
KMB vs RL
+243.0%
-244.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | +0.1% | -4.4% | +4.4% | +0.4% |
| 30D | +10.2% | +5.6% | +4.6% | +9.7% |
| 3M | +1.5% | -0.6% | +2.1% | +1.4% |
| 6M | +16.6% | +15.5% | +1.2% | +15.1% |
| YTD | +12.1% | +12.3% | -0.3% | +10.7% |
| 1Y | +11.1% | +19.3% | -8.2% | +9.3% |
| 3Y | +1.9% | +255.5% | -253.6% | -9.3% |
| 5Y | -1.3% | +247.1% | -248.3% | -14.0% |
| All | -1.3% | +243.0% | -244.3% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling