-1.3%
KMB vs RVMD
+425.4%
-426.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.1% |
| 7D | +0.9% | -10.4% | +11.3% | +1.1% |
| 30D | +10.1% | -11.0% | +21.0% | +10.2% |
| 3M | 0.0% | -14.7% | +14.7% | +0.2% |
| 6M | +15.7% | +14.9% | +0.8% | +15.2% |
| YTD | +12.6% | +116.3% | -103.7% | +10.4% |
| 1Y | +10.1% | +167.6% | -157.5% | +7.3% |
| 3Y | +2.1% | +776.8% | -774.6% | -3.5% |
| All | -1.3% | +425.4% | -426.7% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling