+1,907.5%
KMB vs RVTY
+3,007.5%
-1,100.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +2.8% |
| 7D | +3.4% | +6.0% | -2.6% | +2.6% |
| 30D | +14.7% | +4.3% | +10.4% | +14.0% |
| 3M | +3.3% | +40.2% | -37.0% | -0.9% |
| 6M | +16.8% | +59.3% | -42.5% | +10.3% |
| YTD | +15.2% | +66.5% | -51.3% | +7.9% |
| 1Y | +13.3% | +77.5% | -64.2% | +5.2% |
| 3Y | +5.4% | +92.5% | -87.0% | -4.1% |
| 5Y | +2.7% | -6.8% | +9.5% | +0.3% |
| 10Y | +38.7% | +225.4% | -186.7% | +15.7% |
| All | +1,907.5% | +3,007.5% | -1,100.0% | +911.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling