+1,844.7%
KMB vs ROST
+70,444.2%
-68,599.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.7% |
| 7D | +0.5% | +1.2% | -0.8% | +0.3% |
| 30D | +12.4% | +2.5% | +9.9% | +12.1% |
| 3M | +1.0% | -9.0% | +9.9% | +1.9% |
| 6M | +12.1% | +1.3% | +10.8% | +11.8% |
| YTD | +11.6% | +29.1% | -17.4% | +8.4% |
| 1Y | +13.1% | +45.4% | -32.3% | +8.5% |
| 3Y | +1.6% | +94.9% | -93.3% | -6.0% |
| 5Y | -0.3% | +104.0% | -104.3% | -9.3% |
| 10Y | +37.9% | +314.8% | -276.9% | +13.7% |
| All | +1,844.7% | +70,444.2% | -68,599.5% | +926.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling