+13.6%
KMB vs ROP
+10.4%
+3.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.2% | +3.3% |
| 7D | +0.4% | +11.7% | -11.3% | -1.8% |
| 30D | +14.0% | +35.5% | -21.4% | +7.8% |
| 3M | -1.3% | +25.6% | -27.0% | -5.5% |
| 6M | +16.7% | +39.3% | -22.6% | +10.1% |
| YTD | +12.0% | +11.6% | +0.3% | +6.0% |
| 1Y | +13.6% | +10.6% | +3.0% | +7.9% |
| All | +13.6% | +10.4% | +3.2% | +7.9% |
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