-1.5%
KMB vs ROKU
+56.3%
-57.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.0% |
| 7D | -8.6% | -3.0% | -5.6% | -8.4% |
| 30D | -7.5% | +0.7% | -8.2% | -7.5% |
| 3M | -0.6% | +26.5% | -27.1% | -2.1% |
| 6M | -1.5% | +52.6% | -54.2% | -6.0% |
| All | -1.5% | +56.3% | -57.9% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling