+74.9%
CB vs KMB
+2.5%
+72.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.6% |
| 7D | +2.9% | +0.9% | +2.0% | +2.7% |
| 30D | +7.3% | +10.1% | -2.8% | +4.8% |
| 3M | +9.4% | 0.0% | +9.4% | +9.2% |
| 6M | +19.6% | +15.7% | +3.9% | +15.4% |
| YTD | +21.5% | +12.6% | +8.8% | +17.5% |
| 1Y | +28.0% | +10.1% | +17.9% | +24.4% |
| 3Y | +74.9% | +2.1% | +72.7% | +76.3% |
| All | +74.9% | +2.5% | +72.4% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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