-9.0%
KMB vs ROKU
+83.7%
-92.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -5.0% | +1.5% | -6.5% | -5.0% |
| 3M | +6.6% | +25.7% | -19.1% | +6.9% |
| 6M | +1.0% | +54.5% | -53.5% | +1.7% |
| YTD | +6.0% | +43.2% | -37.2% | +6.6% |
| 1Y | -16.6% | +56.3% | -72.9% | -16.0% |
| All | -9.0% | +83.7% | -92.7% | -9.2% |
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