+345.6%
RCL vs KMB
+17.2%
+328.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -5.1% | -3.0% | -2.0% | -4.4% |
| 30D | -19.0% | -5.5% | -13.5% | -18.0% |
| 3M | -9.6% | +14.0% | -23.6% | -12.2% |
| 6M | -6.7% | +4.1% | -10.8% | -7.6% |
| YTD | -3.9% | +8.0% | -12.0% | -5.8% |
| 1Y | -25.1% | -13.7% | -11.3% | -23.2% |
| 3Y | +179.1% | -5.9% | +185.1% | +176.2% |
| 5Y | +243.3% | -8.6% | +251.9% | +238.4% |
| All | +345.6% | +17.2% | +328.4% | +335.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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