+39.7%
KMB vs RUN
-33.3%
+73.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.6% | +9.5% | -0.8% |
| 7D | +6.0% | +0.3% | +5.7% | +6.0% |
| 30D | +13.5% | +14.0% | -0.5% | +13.1% |
| 3M | +3.8% | -11.8% | +15.5% | +3.9% |
| 6M | +15.6% | -40.4% | +56.0% | +16.4% |
| YTD | +14.0% | -52.7% | +66.7% | +14.9% |
| 1Y | +12.9% | -52.5% | +65.5% | +13.8% |
| 3Y | +3.7% | -7.7% | +11.4% | +0.7% |
| 5Y | -0.1% | -83.9% | +83.8% | 0.0% |
| 10Y | +41.1% | +84.9% | -43.8% | +23.6% |
| All | +39.7% | -33.3% | +73.0% | +23.3% |
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