-10.9%
KMB vs ROST
+110.7%
-121.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -2.7% | 0.0% | -2.8% | -2.7% |
| 30D | -5.0% | -10.2% | +5.1% | -3.8% |
| 3M | +6.6% | +1.0% | +5.5% | +6.3% |
| 6M | +1.0% | +8.7% | -7.8% | -0.3% |
| YTD | +6.0% | +27.8% | -21.9% | +2.5% |
| 1Y | -16.6% | +52.7% | -69.3% | -21.2% |
| 3Y | -8.6% | +97.5% | -106.1% | -16.8% |
| 5Y | -10.9% | +111.6% | -122.4% | -22.0% |
| All | -10.9% | +110.7% | -121.5% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling