-1.3%
KMB vs ROL
+15.7%
-17.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.5% |
| 7D | +0.9% | +3.0% | -2.1% | +0.2% |
| 30D | +10.1% | +19.8% | -9.7% | +5.6% |
| 3M | 0.0% | +7.9% | -7.9% | -1.9% |
| 6M | +15.7% | -25.6% | +41.3% | +22.8% |
| YTD | +12.6% | -34.1% | +46.8% | +22.4% |
| 1Y | +10.1% | -31.4% | +41.5% | +18.5% |
| 3Y | +2.1% | +4.7% | -2.5% | +0.1% |
| All | -1.3% | +15.7% | -17.0% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling