+0.1%
KMB vs RSG
+66.5%
-66.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.1% |
| 7D | -3.0% | +1.4% | -4.4% | -3.5% |
| 30D | +9.1% | +15.0% | -6.0% | +3.5% |
| 3M | -0.4% | +18.5% | -18.9% | -6.5% |
| 6M | +13.0% | +25.8% | -12.8% | +4.0% |
| YTD | +10.3% | +20.8% | -10.5% | +2.3% |
| 1Y | +8.2% | +24.8% | -16.6% | -1.1% |
| All | +0.1% | +66.5% | -66.4% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling