+1,782.5%
KMB vs ROL
+9,030.3%
-7,247.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -3.0% | -1.4% | -1.6% | -2.8% |
| 30D | -5.5% | -4.1% | -1.4% | -4.7% |
| 3M | +14.0% | -22.5% | +36.5% | +19.9% |
| 6M | +4.1% | -37.7% | +41.7% | +14.3% |
| YTD | +8.0% | -39.6% | +47.6% | +19.2% |
| 1Y | -13.7% | -36.0% | +22.3% | -6.1% |
| 3Y | -5.9% | -5.1% | -0.8% | -6.1% |
| 5Y | -8.6% | -3.4% | -5.2% | -10.2% |
| 10Y | +17.3% | +215.2% | -198.0% | -9.9% |
| All | +1,782.5% | +9,030.3% | -7,247.8% | +665.8% |
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