+80.8%
KMB vs RNG
+327.7%
-246.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.5% |
| 7D | -3.0% | +5.8% | -8.8% | -3.2% |
| 30D | -5.5% | +19.6% | -25.1% | -6.1% |
| 3M | +14.0% | +67.0% | -53.0% | +11.6% |
| 6M | +4.1% | +88.4% | -84.3% | +1.3% |
| YTD | +8.0% | +155.5% | -147.4% | +3.7% |
| 1Y | -13.7% | +141.7% | -155.4% | -17.1% |
| 3Y | -5.9% | +131.1% | -137.0% | -10.4% |
| 5Y | -8.6% | -70.6% | +62.0% | -7.2% |
| 10Y | +17.3% | +228.2% | -210.9% | +7.4% |
| All | +80.8% | +327.7% | -246.9% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling