-7.2%
RKT vs KMB
-9.5%
+2.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -0.9% |
| 7D | +6.0% | -2.7% | +8.7% | +7.3% |
| 30D | +0.7% | -5.0% | +5.7% | +3.1% |
| 3M | +11.8% | +6.6% | +5.3% | +9.4% |
| 6M | -7.6% | +1.0% | -8.6% | -7.9% |
| YTD | -28.7% | +6.0% | -34.6% | -30.2% |
| 1Y | -32.6% | -16.6% | -15.9% | -27.8% |
| 3Y | +42.1% | -8.6% | +50.7% | +42.4% |
| 5Y | -7.2% | -10.9% | +3.7% | -10.8% |
| All | -7.2% | -9.5% | +2.4% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling