+14.7%
KMB vs RNG
+215.2%
-200.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.1% |
| 7D | -8.6% | -4.1% | -4.6% | -8.5% |
| 30D | -7.5% | +8.6% | -16.2% | -7.8% |
| 3M | -0.6% | +78.0% | -78.6% | -2.9% |
| 6M | -1.5% | +67.0% | -68.6% | -3.8% |
| YTD | +1.6% | +142.4% | -140.8% | -2.4% |
| 1Y | -20.8% | +120.4% | -141.2% | -23.7% |
| 3Y | -12.4% | +122.1% | -134.5% | -16.4% |
| 5Y | -12.9% | -69.8% | +56.9% | -11.3% |
| 10Y | +14.7% | +223.4% | -208.7% | +8.7% |
| All | +14.7% | +215.2% | -200.5% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling