+38.3%
KMB vs RSG
+452.6%
-414.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +0.9% | +2.5% | -1.6% | -0.2% |
| 30D | +10.1% | +12.7% | -2.6% | +4.3% |
| 3M | 0.0% | +17.9% | -17.9% | -7.1% |
| 6M | +15.7% | +25.0% | -9.3% | +4.6% |
| YTD | +12.6% | +20.8% | -8.2% | +2.8% |
| 1Y | +10.1% | +24.3% | -14.1% | -0.9% |
| 3Y | +2.1% | +65.3% | -63.1% | -20.3% |
| 5Y | -0.7% | +99.1% | -99.7% | -30.1% |
| All | +38.3% | +452.6% | -414.3% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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