-8.6%
KMB vs ROST
+97.9%
-106.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -5.0% | -10.0% | +5.0% | -3.8% |
| 3M | +6.6% | +1.2% | +5.3% | +6.3% |
| 6M | +1.0% | +8.9% | -8.0% | -0.4% |
| YTD | +6.0% | +28.1% | -22.1% | +2.5% |
| 1Y | -16.6% | +53.0% | -69.6% | -21.2% |
| 3Y | -8.6% | +97.9% | -106.5% | -17.6% |
| All | -8.6% | +97.9% | -106.5% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling