-1.3%
KMB vs ROIV
+380.3%
-381.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.1% |
| 7D | +0.9% | +1.7% | -0.7% | +0.9% |
| 30D | +10.1% | +17.6% | -7.5% | +9.6% |
| 3M | 0.0% | +9.0% | -8.9% | -0.3% |
| 6M | +15.7% | +35.3% | -19.6% | +14.5% |
| YTD | +12.6% | +82.2% | -69.5% | +10.4% |
| 1Y | +10.1% | +92.3% | -82.1% | +7.7% |
| 3Y | +2.1% | +336.8% | -334.6% | -2.5% |
| All | -1.3% | +380.3% | -381.6% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling