-8.0%
KMB vs ROK
+46.3%
-54.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -3.0% | +0.7% | -3.7% | -3.1% |
| 30D | -5.5% | -3.3% | -2.2% | -5.2% |
| 3M | +14.0% | -5.9% | +19.8% | +14.2% |
| 6M | +4.1% | +13.9% | -9.8% | +2.5% |
| YTD | +8.0% | +12.6% | -4.5% | +6.3% |
| 1Y | -13.7% | +28.6% | -42.3% | -16.1% |
| 3Y | -5.9% | +45.1% | -51.0% | -10.1% |
| All | -8.0% | +46.3% | -54.3% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling