-8.0%
KMB vs ROL
-3.8%
-4.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -3.0% | -1.4% | -1.6% | -2.7% |
| 30D | -5.5% | -4.1% | -1.4% | -4.6% |
| 3M | +14.0% | -22.5% | +36.5% | +20.3% |
| 6M | +4.1% | -37.7% | +41.7% | +15.1% |
| YTD | +8.0% | -39.6% | +47.6% | +19.9% |
| 1Y | -13.7% | -36.0% | +22.3% | -5.8% |
| 3Y | -5.9% | -5.1% | -0.8% | -5.6% |
| All | -8.0% | -3.8% | -4.3% | -9.0% |
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