+16.8%
KMB vs ROL
+203.4%
-186.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.2% |
| 7D | -2.7% | -3.4% | +0.7% | -1.8% |
| 30D | -5.0% | -6.9% | +1.9% | -3.2% |
| 3M | +6.6% | -24.6% | +31.2% | +14.8% |
| 6M | +1.0% | -39.5% | +40.5% | +15.4% |
| YTD | +6.0% | -41.1% | +47.1% | +21.6% |
| 1Y | -16.6% | -37.9% | +21.3% | -6.0% |
| 3Y | -8.6% | +0.8% | -9.4% | -10.9% |
| 5Y | -10.9% | -4.7% | -6.2% | -13.1% |
| 10Y | +16.8% | +207.9% | -191.1% | -20.2% |
| All | +16.8% | +203.4% | -186.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling