+41.1%
KMB vs ROK
+270.1%
-229.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.3% |
| 7D | +6.0% | -11.0% | +17.1% | +7.4% |
| 30D | +13.5% | -8.2% | +21.7% | +14.4% |
| 3M | +3.8% | -8.5% | +12.2% | +4.6% |
| 6M | +15.6% | -12.0% | +27.5% | +16.7% |
| YTD | +14.0% | +3.1% | +11.0% | +12.2% |
| 1Y | +12.9% | +2.9% | +10.1% | +11.1% |
| 3Y | +3.7% | +60.7% | -56.9% | -6.2% |
| 5Y | -0.1% | +29.5% | -29.5% | -7.5% |
| 10Y | +41.1% | +262.6% | -221.5% | +6.2% |
| All | +41.1% | +270.1% | -229.0% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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