-0.6%
KMB vs ROK
+19.3%
-19.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.8% |
| 7D | +0.5% | -13.8% | +14.3% | +1.2% |
| 30D | +12.4% | -14.9% | +27.3% | +13.3% |
| 3M | +1.0% | -14.7% | +15.6% | +1.8% |
| 6M | +12.1% | -17.7% | +29.8% | +13.1% |
| YTD | +11.6% | -2.5% | +14.1% | +10.7% |
| 1Y | +13.1% | +2.3% | +10.9% | +11.7% |
| 3Y | +1.6% | +52.7% | -51.2% | -4.3% |
| All | -0.6% | +19.3% | -19.9% | -6.0% |
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