+28.5%
KMB vs ROKU
+915.9%
-887.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.5% | +3.5% | -3.0% | +0.4% |
| 30D | +12.4% | +5.1% | +7.3% | +12.3% |
| 3M | +1.0% | +7.0% | -6.0% | +0.9% |
| 6M | +12.1% | +25.4% | -13.3% | +11.9% |
| YTD | +11.6% | +48.0% | -36.3% | +11.2% |
| 1Y | +13.1% | +53.1% | -40.0% | +12.7% |
| 3Y | +1.6% | +92.7% | -91.1% | +0.5% |
| 5Y | -0.3% | -42.4% | +42.1% | -1.0% |
| All | +28.5% | +915.9% | -887.5% | +22.0% |
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 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