+443.3%
KMB vs RL
+1,498.4%
-1,055.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.9% | +2.4% |
| 7D | +0.4% | -4.7% | +5.1% | +0.9% |
| 30D | +14.1% | +3.6% | +10.6% | +13.7% |
| 3M | -0.5% | +0.5% | -1.1% | -0.7% |
| 6M | +16.6% | +6.6% | +10.0% | +15.4% |
| YTD | +13.7% | +8.8% | +4.9% | +12.1% |
| 1Y | +16.1% | +21.8% | -5.7% | +12.9% |
| 3Y | +4.7% | +245.8% | -241.1% | -11.1% |
| 5Y | +1.5% | +230.0% | -228.4% | -14.6% |
| 10Y | +40.5% | +369.4% | -328.9% | +7.2% |
| All | +443.3% | +1,498.4% | -1,055.1% | +229.0% |
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 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