+32.4%
KMB vs RUN
-31.9%
+64.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.0% | +1.3% | -4.3% | -3.1% |
| 30D | -5.5% | -15.3% | +9.8% | -5.2% |
| 3M | +14.0% | -40.0% | +54.0% | +14.9% |
| 6M | +4.1% | -27.0% | +31.0% | +4.4% |
| YTD | +8.0% | -51.7% | +59.7% | +9.0% |
| 1Y | -13.7% | -45.9% | +32.2% | -13.4% |
| 3Y | -5.9% | -43.8% | +37.8% | -7.7% |
| 5Y | -8.6% | -80.5% | +71.9% | -9.1% |
| 10Y | +17.3% | +45.3% | -28.0% | +3.4% |
| All | +32.4% | -31.9% | +64.3% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling