+1,259.6%
KMB vs ROP
+29,959.8%
-28,700.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.4% |
| 7D | +0.5% | +2.1% | -1.7% | +0.1% |
| 30D | +12.4% | +32.9% | -20.5% | +7.7% |
| 3M | +1.0% | +20.3% | -19.3% | -1.8% |
| 6M | +12.1% | +36.8% | -24.6% | +6.8% |
| YTD | +11.6% | +8.1% | +3.5% | +9.7% |
| 1Y | +13.1% | +8.3% | +4.8% | +11.2% |
| 3Y | +1.6% | -3.2% | +4.8% | +1.1% |
| 5Y | -0.3% | +1.7% | -2.0% | -1.9% |
| 10Y | +37.9% | +199.2% | -161.3% | +16.9% |
| All | +1,259.6% | +29,959.8% | -28,700.2% | +774.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling