-2.7%
KMB vs RRX
+14.2%
-16.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -3.0% | +12.6% | -15.6% | -3.3% |
| 30D | +9.1% | +10.6% | -1.5% | +8.7% |
| 3M | -0.4% | +4.6% | -5.1% | -0.6% |
| 6M | +13.0% | -13.6% | +26.6% | +13.3% |
| YTD | +10.3% | +29.4% | -19.1% | +8.4% |
| 1Y | +8.2% | +31.9% | -23.7% | +6.2% |
| 3Y | +0.4% | +68.3% | -67.9% | -4.3% |
| 5Y | -2.7% | +13.2% | -15.9% | -5.3% |
| All | -2.7% | +14.2% | -16.9% | -5.3% |
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