+486.0%
KMB vs RSG
+2,015.2%
-1,529.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | -5.5% | +7.6% | -13.1% | -6.9% |
| 3M | +14.0% | +7.4% | +6.6% | +12.3% |
| 6M | +4.1% | -3.3% | +7.4% | +4.6% |
| YTD | +8.0% | +6.0% | +2.0% | +6.5% |
| 1Y | -13.7% | -3.7% | -10.1% | -13.3% |
| 3Y | -5.9% | +59.1% | -65.0% | -14.7% |
| 5Y | -8.6% | +89.0% | -97.6% | -20.2% |
| 10Y | +17.3% | +412.5% | -395.2% | -14.3% |
| All | +486.0% | +2,015.2% | -1,529.3% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling