+2.2%
KMB vs ROIV
+287.3%
-285.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +3.1% |
| 7D | +3.4% | +13.3% | -9.9% | +3.0% |
| 30D | +14.7% | +14.8% | -0.1% | +14.2% |
| 3M | +3.3% | +11.9% | -8.6% | +2.9% |
| 6M | +16.8% | +42.4% | -25.6% | +15.4% |
| YTD | +15.2% | +87.4% | -72.2% | +12.8% |
| 1Y | +13.3% | +97.2% | -83.9% | +10.8% |
| 3Y | +5.4% | +375.7% | -370.2% | +0.4% |
| 5Y | +2.7% | +379.0% | -376.3% | -4.4% |
| All | +2.2% | +287.3% | -285.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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