-2.0%
KMB vs RPRX
+82.4%
-84.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | +0.1% | +3.6% | -3.6% | -0.3% |
| 30D | +10.2% | +21.2% | -11.0% | +7.9% |
| 3M | +1.5% | +21.6% | -20.2% | -0.7% |
| 6M | +16.6% | +36.7% | -20.1% | +12.7% |
| YTD | +12.1% | +83.7% | -71.6% | +5.2% |
| 1Y | +11.1% | +83.2% | -72.1% | +4.2% |
| 3Y | +1.9% | +177.7% | -175.7% | -8.4% |
| 5Y | -1.3% | +95.8% | -97.1% | -8.9% |
| All | -2.0% | +82.4% | -84.4% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling