+36.0%
KMB vs RY
+360.6%
-324.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.5% |
| 7D | +0.5% | -0.9% | +1.4% | +0.7% |
| 30D | +12.4% | +5.9% | +6.5% | +10.7% |
| 3M | +1.0% | -4.3% | +5.3% | +2.1% |
| 6M | +12.1% | +12.1% | 0.0% | +8.4% |
| YTD | +11.6% | +20.3% | -8.6% | +5.7% |
| 1Y | +13.1% | +41.0% | -27.9% | +2.4% |
| 3Y | +1.6% | +157.5% | -156.0% | -23.2% |
| 5Y | -0.3% | +123.2% | -123.5% | -22.3% |
| All | +36.0% | +360.6% | -324.6% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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