+14.7%
KMB vs ROST
+299.2%
-284.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.9% |
| 7D | -8.6% | -2.2% | -6.4% | -8.4% |
| 30D | -7.5% | -11.4% | +3.9% | -6.2% |
| 3M | -0.6% | -1.6% | +1.0% | -0.5% |
| 6M | -1.5% | +6.8% | -8.4% | -2.5% |
| YTD | +1.6% | +25.8% | -24.2% | -1.4% |
| 1Y | -20.8% | +52.4% | -73.2% | -24.9% |
| 3Y | -12.4% | +94.4% | -106.8% | -19.7% |
| 5Y | -12.9% | +108.2% | -121.1% | -21.9% |
| 10Y | +14.7% | +308.5% | -293.8% | -8.6% |
| All | +14.7% | +299.2% | -284.5% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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