+416.3%
KMB vs RL
+1,366.2%
-949.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.8% |
| 7D | -3.0% | -0.8% | -2.2% | -3.0% |
| 30D | -5.5% | -7.8% | +2.3% | -4.7% |
| 3M | +14.0% | -4.0% | +18.0% | +14.4% |
| 6M | +4.1% | -1.9% | +6.0% | +4.0% |
| YTD | +8.0% | -0.2% | +8.2% | +7.6% |
| 1Y | -13.7% | +10.7% | -24.4% | -15.2% |
| 3Y | -5.9% | +210.8% | -216.7% | -19.1% |
| 5Y | -8.6% | +238.2% | -246.9% | -23.5% |
| 10Y | +17.3% | +313.4% | -296.1% | -9.1% |
| All | +416.3% | +1,366.2% | -949.9% | +215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling