+13.6%
KMB vs ROKU
+53.8%
-40.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +4.1% |
| 7D | +0.4% | +4.8% | -4.4% | +0.1% |
| 30D | +14.0% | +6.1% | +7.9% | +13.7% |
| 3M | -1.3% | +10.5% | -11.8% | -1.7% |
| 6M | +16.7% | +29.2% | -12.5% | +15.9% |
| YTD | +12.0% | +50.0% | -38.0% | +9.1% |
| 1Y | +13.6% | +53.4% | -39.8% | +11.7% |
| All | +13.6% | +53.8% | -40.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling