+757.6%
KMB vs RY
+11,573.6%
-10,816.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -3.0% | +3.1% | -6.2% | -3.8% |
| 30D | -5.5% | -0.3% | -5.2% | -5.4% |
| 3M | +14.0% | +8.7% | +5.3% | +11.4% |
| 6M | +4.1% | +28.5% | -24.5% | -2.7% |
| YTD | +8.0% | +25.1% | -17.1% | +1.6% |
| 1Y | -13.7% | +46.3% | -60.0% | -22.2% |
| 3Y | -5.9% | +154.9% | -160.9% | -27.2% |
| 5Y | -8.6% | +140.3% | -148.9% | -28.8% |
| 10Y | +17.3% | +377.0% | -359.8% | -25.3% |
| All | +757.6% | +11,573.6% | -10,816.1% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling