-12.8%
KMB vs RVMD
+549.6%
-562.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -8.6% | -0.7% | -7.9% | -8.6% |
| 30D | -7.5% | +0.3% | -7.9% | -7.5% |
| 3M | -0.6% | +38.9% | -39.5% | -1.2% |
| 6M | -1.5% | +108.1% | -109.7% | -3.2% |
| YTD | +1.6% | +160.7% | -159.1% | -0.9% |
| 1Y | -20.8% | +407.3% | -428.1% | -24.5% |
| All | -12.8% | +549.6% | -562.4% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling