+1,782.5%
KMB vs ROST
+70,186.3%
-68,403.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.0% | +0.9% | -4.0% | -3.1% |
| 30D | -5.5% | -8.9% | +3.4% | -4.6% |
| 3M | +14.0% | -0.8% | +14.8% | +14.0% |
| 6M | +4.1% | +8.5% | -4.4% | +3.0% |
| YTD | +8.0% | +28.6% | -20.5% | +5.0% |
| 1Y | -13.7% | +52.3% | -66.1% | -17.7% |
| 3Y | -5.9% | +94.8% | -100.8% | -13.0% |
| 5Y | -8.6% | +110.8% | -119.4% | -17.1% |
| 10Y | +17.3% | +304.5% | -287.3% | -3.0% |
| All | +1,782.5% | +70,186.3% | -68,403.7% | +894.1% |
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