+36.0%
KMB vs ROL
+216.1%
-180.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | +0.5% | +9.5% | -9.0% | -2.1% |
| 30D | +12.4% | +22.9% | -10.5% | +6.1% |
| 3M | +1.0% | +3.5% | -2.6% | -0.2% |
| 6M | +12.1% | -29.4% | +41.5% | +22.7% |
| YTD | +11.6% | -36.1% | +47.7% | +25.0% |
| 1Y | +13.1% | -34.4% | +47.5% | +25.6% |
| 3Y | +1.6% | +4.0% | -2.4% | -1.7% |
| 5Y | -0.3% | +13.2% | -13.6% | -7.7% |
| All | +36.0% | +216.1% | -180.2% | -9.9% |
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