-8.0%
KMB vs ROP
-13.6%
+5.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.8% |
| 7D | -3.0% | -4.4% | +1.4% | -2.0% |
| 30D | -5.5% | +3.2% | -8.7% | -6.2% |
| 3M | +14.0% | +23.1% | -9.1% | +8.5% |
| 6M | +4.1% | +13.3% | -9.2% | +0.8% |
| YTD | +8.0% | -7.9% | +15.9% | +9.9% |
| 1Y | -13.7% | -22.1% | +8.3% | -8.1% |
| 3Y | -5.9% | -16.8% | +10.9% | -3.1% |
| All | -8.0% | -13.6% | +5.6% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling