+37.8%
KMB vs ROL
+214.5%
-176.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +10.2% | +20.6% | -10.4% | +4.7% |
| 3M | +1.5% | +4.5% | -3.0% | 0.0% |
| 6M | +16.6% | -26.5% | +43.2% | +26.2% |
| YTD | +12.1% | -34.8% | +46.9% | +24.9% |
| 1Y | +11.1% | -33.2% | +44.2% | +22.8% |
| 3Y | +1.9% | +4.5% | -2.5% | -1.5% |
| 5Y | -1.3% | +15.5% | -16.8% | -9.1% |
| 10Y | +37.8% | +217.2% | -179.4% | -5.6% |
| All | +37.8% | +214.5% | -176.7% | -5.6% |
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