+12.1%
KMB vs ROP
+34.9%
-22.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.8% |
| 7D | +0.5% | +2.1% | -1.7% | -0.2% |
| 30D | +12.4% | +32.9% | -20.5% | +2.6% |
| 3M | +1.0% | +20.0% | -19.0% | -4.8% |
| 6M | +12.1% | +36.4% | -24.3% | +1.4% |
| All | +12.1% | +34.9% | -22.7% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling