+41.1%
KMB vs ROP
+185.1%
-143.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | +13.5% | +30.3% | -16.8% | +4.5% |
| 3M | +3.8% | +17.8% | -14.0% | -1.6% |
| 6M | +15.6% | +38.9% | -23.3% | +3.9% |
| YTD | +14.0% | +7.6% | +6.4% | +10.5% |
| 1Y | +12.9% | +6.5% | +6.4% | +9.7% |
| 3Y | +3.7% | -6.3% | +10.0% | +3.8% |
| 5Y | -0.1% | +0.9% | -1.0% | -3.9% |
| 10Y | +41.1% | +180.7% | -139.6% | +0.4% |
| All | +41.1% | +185.1% | -143.9% | +0.4% |
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