+16.8%
KMB vs ROP
+134.1%
-117.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +0.9% | -1.1% |
| 7D | -2.7% | -5.4% | +2.7% | -1.1% |
| 30D | -5.0% | -1.6% | -3.4% | -4.6% |
| 3M | +6.6% | +18.8% | -12.3% | +0.8% |
| 6M | +1.0% | +8.2% | -7.2% | -1.9% |
| YTD | +6.0% | -10.5% | +16.4% | +8.8% |
| 1Y | -16.6% | -23.7% | +7.1% | -9.8% |
| 3Y | -8.6% | -17.9% | +9.2% | -4.9% |
| 5Y | -10.9% | -15.3% | +4.5% | -9.4% |
| 10Y | +16.8% | +133.4% | -116.6% | -14.9% |
| All | +16.8% | +134.1% | -117.3% | -14.9% |
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 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