-12.9%
KMB vs RRX
+16.5%
-29.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -4.0% |
| 7D | -8.6% | -0.7% | -7.9% | -8.6% |
| 30D | -7.5% | -8.0% | +0.4% | -7.2% |
| 3M | -0.6% | -25.1% | +24.4% | +0.3% |
| 6M | -1.5% | -18.3% | +16.7% | -1.3% |
| YTD | +1.6% | +14.2% | -12.5% | +0.3% |
| 1Y | -20.8% | +13.0% | -33.8% | -21.8% |
| 3Y | -12.4% | +4.2% | -16.6% | -13.5% |
| 5Y | -12.9% | +17.9% | -30.8% | -16.8% |
| All | -12.9% | +16.5% | -29.5% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling