+1,216.1%
KMB vs ROP
+25,523.2%
-24,307.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.1% |
| 7D | -3.0% | -4.4% | +1.4% | -2.4% |
| 30D | -5.5% | +3.2% | -8.7% | -5.9% |
| 3M | +14.0% | +23.1% | -9.1% | +10.4% |
| 6M | +4.1% | +13.3% | -9.2% | +2.0% |
| YTD | +8.0% | -7.9% | +15.9% | +8.9% |
| 1Y | -13.7% | -22.1% | +8.3% | -11.0% |
| 3Y | -5.9% | -16.8% | +10.9% | -4.2% |
| 5Y | -8.6% | -13.5% | +4.9% | -7.8% |
| 10Y | +17.3% | +137.7% | -120.4% | +2.8% |
| All | +1,216.1% | +25,523.2% | -24,307.1% | +766.9% |
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 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