+37.8%
KMB vs ROP
+183.0%
-145.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +0.1% | -2.9% | +3.0% | +1.0% |
| 30D | +10.2% | +30.1% | -19.8% | +1.6% |
| 3M | +1.5% | +19.9% | -18.4% | -4.3% |
| 6M | +16.6% | +46.0% | -29.4% | +3.3% |
| YTD | +12.1% | +8.4% | +3.7% | +8.3% |
| 1Y | +11.1% | +8.8% | +2.3% | +7.2% |
| 3Y | +1.9% | -5.6% | +7.6% | +1.8% |
| 5Y | -1.3% | +3.0% | -4.3% | -5.7% |
| 10Y | +37.8% | +184.0% | -146.2% | -2.7% |
| All | +37.8% | +183.0% | -145.2% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling