-4.9%
KMB vs RVMD
+525.1%
-530.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.5% |
| 7D | -3.0% | -0.7% | -2.2% | -2.9% |
| 30D | +9.1% | -6.4% | +15.5% | +9.1% |
| 3M | -0.4% | -14.1% | +13.7% | -0.2% |
| 6M | +13.0% | +21.0% | -8.0% | +12.4% |
| YTD | +10.3% | +121.4% | -111.1% | +8.1% |
| 1Y | +8.2% | +167.9% | -159.7% | +5.6% |
| 3Y | +0.4% | +794.7% | -794.4% | -4.9% |
| 5Y | -2.7% | +437.2% | -439.9% | -7.9% |
| All | -4.9% | +525.1% | -530.0% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling