+1,886.5%
KMB vs ROL
+9,682.1%
-7,795.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +6.0% | +2.9% | +3.2% | +5.4% |
| 30D | +13.5% | +20.1% | -6.6% | +9.3% |
| 3M | +3.8% | +3.2% | +0.6% | +2.9% |
| 6M | +15.6% | -28.0% | +43.6% | +23.1% |
| YTD | +14.0% | -35.3% | +49.3% | +23.9% |
| 1Y | +12.9% | -33.6% | +46.6% | +22.0% |
| 3Y | +3.7% | +3.8% | -0.1% | +1.7% |
| 5Y | -0.1% | +14.4% | -14.4% | -5.0% |
| 10Y | +41.1% | +213.1% | -171.9% | +8.3% |
| All | +1,886.5% | +9,682.1% | -7,795.5% | +695.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling