-4.2%
KMB vs ROIV
+232.7%
-236.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.6% |
| 7D | -3.0% | +0.6% | -3.7% | -3.1% |
| 30D | -5.5% | +1.0% | -6.4% | -5.5% |
| 3M | +14.0% | +18.3% | -4.3% | +13.4% |
| 6M | +4.1% | +18.3% | -14.2% | +3.4% |
| YTD | +8.0% | +61.0% | -52.9% | +6.3% |
| 1Y | -13.7% | +177.9% | -191.6% | -16.5% |
| 3Y | -5.9% | +199.1% | -205.0% | -9.5% |
| 5Y | -8.6% | +250.7% | -259.3% | -14.7% |
| All | -4.2% | +232.7% | -236.8% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling