+13.8%
KMB vs RRX
+216.7%
-202.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | -7.7% | -3.7% | -3.9% | -7.3% |
| 30D | -8.2% | -9.3% | +1.1% | -7.4% |
| 3M | -1.9% | -21.8% | +19.9% | -0.2% |
| 6M | -0.7% | -22.0% | +21.3% | +0.7% |
| YTD | +1.4% | +11.9% | -10.6% | -1.3% |
| 1Y | -19.1% | +11.6% | -30.7% | -21.4% |
| 3Y | -12.6% | +2.2% | -14.8% | -15.8% |
| 5Y | -12.7% | +14.9% | -27.5% | -19.1% |
| All | +13.8% | +216.7% | -202.9% | -16.5% |
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