-10.9%
KMB vs RUN
-80.3%
+69.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.0% |
| 7D | -2.7% | +10.2% | -12.9% | -2.8% |
| 30D | -5.0% | -9.6% | +4.6% | -5.0% |
| 3M | +6.6% | -31.5% | +38.1% | +6.8% |
| 6M | +1.0% | -18.7% | +19.7% | +1.0% |
| YTD | +6.0% | -49.9% | +55.8% | +6.2% |
| 1Y | -16.6% | -45.5% | +28.9% | -16.5% |
| 3Y | -8.6% | -34.1% | +25.5% | -9.7% |
| 5Y | -10.9% | -79.4% | +68.6% | -12.6% |
| All | -10.9% | -80.3% | +69.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling