+1,782.5%
KMB vs RRC
+1,202.2%
+580.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -3.0% | +1.3% | -4.3% | -3.1% |
| 30D | -5.5% | +10.1% | -15.6% | -5.8% |
| 3M | +14.0% | +4.0% | +10.0% | +13.8% |
| 6M | +4.1% | +1.6% | +2.5% | +3.9% |
| YTD | +8.0% | +19.7% | -11.7% | +7.3% |
| 1Y | -13.7% | +21.4% | -35.2% | -14.4% |
| 3Y | -5.9% | +29.7% | -35.6% | -7.3% |
| 5Y | -8.6% | +153.9% | -162.5% | -12.8% |
| 10Y | +17.3% | +10.8% | +6.5% | +10.4% |
| All | +1,782.5% | +1,202.2% | +580.3% | +1,587.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling