-1.3%
KMB vs RUN
-85.3%
+84.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.1% |
| 7D | +0.9% | -13.5% | +14.4% | +1.1% |
| 30D | +10.1% | +18.3% | -8.2% | +9.8% |
| 3M | 0.0% | -12.5% | +12.5% | +0.1% |
| 6M | +15.7% | -40.3% | +56.0% | +16.1% |
| YTD | +12.6% | -53.1% | +65.7% | +13.0% |
| 1Y | +10.1% | -54.3% | +64.4% | +10.5% |
| 3Y | +2.1% | -6.5% | +8.6% | +0.5% |
| All | -1.3% | -85.3% | +84.0% | +2.2% |
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