-12.6%
KMB vs RVMD
+620.8%
-633.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | -7.7% | -3.6% | -4.1% | -7.6% |
| 30D | -8.2% | -1.1% | -7.1% | -8.2% |
| 3M | -1.9% | +41.0% | -42.9% | -2.5% |
| 6M | -0.7% | +105.7% | -106.4% | -2.2% |
| YTD | +1.4% | +155.3% | -153.9% | -0.8% |
| 1Y | -19.1% | +402.7% | -421.8% | -22.1% |
| 3Y | -12.6% | +533.1% | -545.7% | -16.8% |
| 5Y | -12.7% | +583.5% | -596.2% | -17.7% |
| All | -12.6% | +620.8% | -633.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling