-8.0%
KMB vs RPRX
+83.4%
-91.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | +5.1% | -8.2% | -3.8% |
| 30D | -5.5% | +11.2% | -16.7% | -7.1% |
| 3M | +14.0% | +16.7% | -2.7% | +11.2% |
| 6M | +4.1% | +36.0% | -31.9% | -0.9% |
| YTD | +8.0% | +67.8% | -59.8% | -0.4% |
| 1Y | -13.7% | +76.7% | -90.4% | -21.3% |
| 3Y | -5.9% | +128.1% | -134.1% | -18.0% |
| All | -8.0% | +83.4% | -91.5% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling