+1,115.8%
RSP vs KMB
+419.4%
+696.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.5% |
| 7D | -1.0% | +0.5% | -1.5% | -1.4% |
| 30D | +2.6% | +12.4% | -9.8% | -3.3% |
| 3M | -0.8% | +1.0% | -1.8% | -1.7% |
| 6M | +6.3% | +12.1% | -5.9% | -0.7% |
| YTD | +14.1% | +11.6% | +2.5% | +6.3% |
| 1Y | +18.0% | +13.1% | +4.9% | +9.1% |
| 3Y | +61.0% | +1.6% | +59.4% | +51.9% |
| 5Y | +45.6% | -0.3% | +45.9% | +36.2% |
| 10Y | +220.2% | +37.9% | +182.2% | +129.8% |
| All | +1,115.8% | +419.4% | +696.3% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling