+16.8%
KMB vs RRC
+7.9%
+8.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | -2.7% | -1.2% | -1.5% | -2.7% |
| 30D | -5.0% | +9.4% | -14.5% | -5.2% |
| 3M | +6.6% | +7.4% | -0.8% | +6.4% |
| 6M | +1.0% | +1.5% | -0.5% | +0.9% |
| YTD | +6.0% | +19.4% | -13.4% | +5.5% |
| 1Y | -16.6% | +24.2% | -40.9% | -17.1% |
| 3Y | -8.6% | +32.8% | -41.4% | -9.7% |
| 5Y | -10.9% | +152.9% | -163.8% | -14.4% |
| 10Y | +16.8% | +3.9% | +13.0% | +8.0% |
| All | +16.8% | +7.9% | +8.9% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling