+84.6%
KMB vs RNG
+343.0%
-258.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -3.0% | +2.3% | -5.2% | -3.0% |
| 30D | +9.1% | -3.4% | +12.5% | +9.1% |
| 3M | -0.4% | +20.9% | -21.3% | -1.2% |
| 6M | +13.0% | +82.2% | -69.2% | +10.1% |
| YTD | +10.3% | +164.6% | -154.3% | +5.6% |
| 1Y | +8.2% | +177.0% | -168.8% | +3.4% |
| 3Y | +0.4% | +177.4% | -177.0% | -5.0% |
| 5Y | -2.7% | -72.3% | +69.6% | -0.8% |
| 10Y | +35.7% | +238.9% | -203.2% | +24.0% |
| All | +84.6% | +343.0% | -258.4% | +67.7% |
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 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