-14.8%
KMB vs ROP
-21.5%
+6.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.3% |
| 7D | -4.2% | -4.4% | +0.2% | -3.6% |
| 30D | -6.6% | +3.2% | -9.8% | -6.9% |
| 3M | +12.6% | +23.1% | -10.4% | +10.6% |
| 6M | +2.9% | +13.3% | -10.5% | +1.1% |
| YTD | +6.8% | -7.9% | +14.6% | +4.4% |
| 1Y | -14.8% | -22.1% | +7.3% | -14.3% |
| All | -14.8% | -21.5% | +6.7% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling