+1.5%
KMB vs RY
+124.6%
-123.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.1% |
| 7D | +0.4% | -1.1% | +1.5% | +0.6% |
| 30D | +14.1% | +4.4% | +9.7% | +13.1% |
| 3M | -0.5% | -2.9% | +2.4% | 0.0% |
| 6M | +16.6% | +15.6% | +1.0% | +12.9% |
| YTD | +13.7% | +21.8% | -8.1% | +8.8% |
| 1Y | +16.1% | +42.6% | -26.5% | +7.4% |
| 3Y | +4.7% | +160.9% | -156.2% | -15.3% |
| 5Y | +1.5% | +126.1% | -124.5% | -17.1% |
| All | +1.5% | +124.6% | -123.1% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling