+510.9%
KMB vs RSG
+2,310.6%
-1,799.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +0.9% | +2.5% | -1.6% | +0.4% |
| 30D | +10.1% | +12.7% | -2.6% | +7.4% |
| 3M | 0.0% | +17.9% | -17.9% | -3.3% |
| 6M | +15.7% | +25.0% | -9.3% | +10.5% |
| YTD | +12.6% | +20.8% | -8.2% | +8.1% |
| 1Y | +10.1% | +24.3% | -14.1% | +5.1% |
| 3Y | +2.1% | +65.3% | -63.1% | -8.1% |
| 5Y | -0.7% | +99.1% | -99.7% | -14.2% |
| 10Y | +38.5% | +452.4% | -413.9% | -0.6% |
| All | +510.9% | +2,310.6% | -1,799.7% | +265.7% |
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 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