+0.9%
KMB vs ROIV
+248.8%
-247.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +1.7% |
| 7D | +0.4% | -2.4% | +2.8% | +0.5% |
| 30D | +14.1% | +3.1% | +11.1% | +14.0% |
| 3M | -0.5% | +5.8% | -6.4% | -0.8% |
| 6M | +16.6% | +29.3% | -12.7% | +15.5% |
| YTD | +13.7% | +68.8% | -55.0% | +11.7% |
| 1Y | +16.1% | +81.0% | -65.0% | +13.7% |
| 3Y | +4.7% | +294.6% | -289.9% | +0.2% |
| 5Y | +1.5% | +373.1% | -371.6% | -5.5% |
| All | +0.9% | +248.8% | -247.9% | -5.8% |
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 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