-8.6%
KMB vs ROK
+48.7%
-57.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.9% |
| 7D | -2.7% | +2.8% | -5.5% | -2.8% |
| 30D | -5.0% | -2.4% | -2.6% | -4.9% |
| 3M | +6.6% | -4.7% | +11.3% | +6.5% |
| 6M | +1.0% | +16.8% | -15.8% | -0.3% |
| YTD | +6.0% | +11.4% | -5.4% | +4.7% |
| 1Y | -16.6% | +26.2% | -42.8% | -18.1% |
| 3Y | -8.6% | +51.9% | -60.5% | -11.6% |
| All | -8.6% | +48.7% | -57.3% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling