-13.7%
KMB vs ROKU
-52.4%
+38.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.3% |
| 7D | -6.5% | -0.4% | -6.1% | -6.5% |
| 30D | -8.8% | +2.1% | -10.9% | -8.8% |
| 3M | -2.2% | +29.5% | -31.7% | -2.2% |
| 6M | +0.7% | +53.8% | -53.1% | +0.6% |
| YTD | +1.0% | +42.8% | -41.8% | +1.0% |
| 1Y | -20.3% | +60.7% | -81.0% | -20.3% |
| 3Y | -13.3% | +83.9% | -97.2% | -13.7% |
| All | -13.7% | -52.4% | +38.8% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling