+38.3%
KMB vs RY
+351.1%
-312.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +0.9% | +0.6% | +0.4% | +0.8% |
| 30D | +10.1% | +5.0% | +5.0% | +8.6% |
| 3M | 0.0% | -5.3% | +5.3% | +1.5% |
| 6M | +15.7% | +13.8% | +1.9% | +11.4% |
| YTD | +12.6% | +21.0% | -8.3% | +6.5% |
| 1Y | +10.1% | +40.5% | -30.4% | -0.2% |
| 3Y | +2.1% | +159.7% | -157.5% | -23.0% |
| 5Y | -0.7% | +124.3% | -125.0% | -22.7% |
| All | +38.3% | +351.1% | -312.8% | -13.4% |
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