+24.3%
KMB vs ROKU
+884.7%
-860.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.6% |
| 7D | -3.0% | -1.3% | -1.7% | -3.0% |
| 30D | -5.5% | +5.9% | -11.3% | -5.5% |
| 3M | +14.0% | +23.9% | -9.9% | +13.8% |
| 6M | +4.1% | +59.6% | -55.5% | +3.7% |
| YTD | +8.0% | +43.4% | -35.4% | +7.7% |
| 1Y | -13.7% | +60.2% | -73.9% | -14.1% |
| 3Y | -5.9% | +90.4% | -96.3% | -7.0% |
| 5Y | -8.6% | -54.5% | +45.9% | -9.0% |
| All | +24.3% | +884.7% | -860.4% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling