+1,844.7%
KMB vs ROK
+13,716.9%
-11,872.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.6% |
| 7D | +0.5% | -13.8% | +14.3% | +2.8% |
| 30D | +12.4% | -14.9% | +27.3% | +15.2% |
| 3M | +1.0% | -14.7% | +15.6% | +3.3% |
| 6M | +12.1% | -17.7% | +29.8% | +15.0% |
| YTD | +11.6% | -2.5% | +14.1% | +10.7% |
| 1Y | +13.1% | +2.3% | +10.9% | +11.1% |
| 3Y | +1.6% | +52.7% | -51.2% | -9.1% |
| 5Y | -0.3% | +20.5% | -20.9% | -8.5% |
| 10Y | +37.9% | +284.0% | -246.1% | -2.2% |
| All | +1,844.7% | +13,716.9% | -11,872.2% | +482.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling