+38.3%
KMB vs RRX
+200.5%
-162.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.3% |
| 7D | +0.9% | +4.3% | -3.4% | +0.6% |
| 30D | +10.1% | +12.3% | -2.2% | +8.7% |
| 3M | 0.0% | +3.7% | -3.6% | -0.6% |
| 6M | +15.7% | -13.9% | +29.6% | +16.2% |
| YTD | +12.6% | +26.5% | -13.8% | +8.2% |
| 1Y | +10.1% | +29.3% | -19.2% | +5.4% |
| 3Y | +2.1% | +65.6% | -63.4% | -7.7% |
| 5Y | -0.7% | +10.6% | -11.3% | -6.5% |
| All | +38.3% | +200.5% | -162.2% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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