+1,782.5%
KMB vs ROK
+15,847.2%
-14,064.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | -5.5% | -3.3% | -2.2% | -4.9% |
| 3M | +14.0% | -5.9% | +19.8% | +14.7% |
| 6M | +4.1% | +13.9% | -9.8% | +1.1% |
| YTD | +8.0% | +12.6% | -4.5% | +5.0% |
| 1Y | -13.7% | +28.6% | -42.3% | -18.3% |
| 3Y | -5.9% | +45.1% | -51.0% | -14.7% |
| 5Y | -8.6% | +45.6% | -54.2% | -18.6% |
| 10Y | +17.3% | +345.0% | -327.8% | -18.7% |
| All | +1,782.5% | +15,847.2% | -14,064.7% | +452.3% |
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