-0.6%
KMB vs RVTY
-7.4%
+6.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.7% | -2.1% |
| 7D | +0.5% | -1.2% | +1.7% | +0.5% |
| 30D | +12.4% | +1.0% | +11.4% | +12.1% |
| 3M | +1.0% | +35.8% | -34.9% | -2.4% |
| 6M | +12.1% | +56.7% | -44.6% | +6.5% |
| YTD | +11.6% | +60.7% | -49.1% | +5.2% |
| 1Y | +13.1% | +73.7% | -60.6% | +5.7% |
| 3Y | +1.6% | +82.8% | -81.2% | -7.0% |
| All | -0.6% | -7.4% | +6.9% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling