+16.8%
KMB vs RVTY
+140.1%
-123.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -5.0% | +10.8% | -15.9% | -6.3% |
| 3M | +6.6% | +26.8% | -20.2% | +3.1% |
| 6M | +1.0% | +39.3% | -38.4% | -3.9% |
| YTD | +6.0% | +31.6% | -25.7% | +1.3% |
| 1Y | -16.6% | +47.7% | -64.3% | -21.8% |
| 3Y | -8.6% | +19.9% | -28.6% | -13.2% |
| 5Y | -10.9% | -32.3% | +21.5% | -8.1% |
| 10Y | +16.8% | +138.4% | -121.6% | -8.5% |
| All | +16.8% | +140.1% | -123.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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