+38.7%
KMB vs ROP
+189.6%
-151.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.6% |
| 7D | +3.4% | -1.6% | +5.0% | +3.9% |
| 30D | +14.7% | +29.5% | -14.8% | +5.9% |
| 3M | +3.3% | +17.5% | -14.3% | -1.9% |
| 6M | +16.8% | +38.1% | -21.3% | +5.3% |
| YTD | +15.2% | +7.0% | +8.2% | +11.8% |
| 1Y | +13.3% | +6.5% | +6.8% | +10.1% |
| 3Y | +5.4% | -5.5% | +10.9% | +5.2% |
| 5Y | +2.7% | -0.4% | +3.1% | -0.8% |
| 10Y | +38.7% | +183.6% | -144.9% | +4.3% |
| All | +38.7% | +189.6% | -151.0% | +4.3% |
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 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