-11.2%
KMB vs RPRX
+57.8%
-69.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -8.6% | -4.0% | -4.6% | -8.2% |
| 30D | -7.5% | +4.9% | -12.5% | -8.0% |
| 3M | -0.6% | +9.4% | -10.0% | -1.6% |
| 6M | -1.5% | +33.3% | -34.8% | -4.4% |
| YTD | +1.6% | +59.0% | -57.4% | -3.1% |
| 1Y | -20.8% | +69.2% | -90.0% | -25.0% |
| 3Y | -12.4% | +124.1% | -136.5% | -19.5% |
| 5Y | -12.9% | +77.9% | -90.8% | -18.4% |
| All | -11.2% | +57.8% | -69.0% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RPRX 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling