+1.2%
KMB vs ROKU
+98.8%
-97.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.5% | +3.5% | -3.0% | +0.5% |
| 30D | +12.4% | +5.1% | +7.3% | +12.5% |
| 3M | +1.0% | +7.0% | -6.0% | +1.1% |
| 6M | +12.1% | +25.4% | -13.3% | +12.7% |
| YTD | +11.6% | +48.0% | -36.3% | +12.6% |
| 1Y | +13.1% | +53.1% | -40.0% | +14.2% |
| All | +1.2% | +98.8% | -97.6% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling