+498.4%
KMB vs RSG
+2,310.7%
-1,812.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | -3.0% | +1.4% | -4.4% | -3.3% |
| 30D | +9.1% | +15.0% | -6.0% | +6.0% |
| 3M | -0.4% | +18.5% | -18.9% | -3.8% |
| 6M | +13.0% | +25.8% | -12.8% | +7.7% |
| YTD | +10.3% | +20.8% | -10.5% | +5.9% |
| 1Y | +8.2% | +24.8% | -16.6% | +3.2% |
| 3Y | +0.4% | +65.9% | -65.5% | -9.8% |
| 5Y | -2.7% | +99.1% | -101.8% | -16.0% |
| 10Y | +35.7% | +452.4% | -416.7% | -2.6% |
| All | +498.4% | +2,310.7% | -1,812.3% | +258.2% |
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