+71.8%
CB vs KMB
+2.8%
+69.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.3% |
| 7D | +0.2% | +0.5% | -0.2% | +0.1% |
| 30D | +9.1% | +12.4% | -3.3% | +6.1% |
| 3M | +3.4% | +1.0% | +2.4% | +3.0% |
| 6M | +14.1% | +12.1% | +1.9% | +10.8% |
| YTD | +18.0% | +11.6% | +6.4% | +14.4% |
| 1Y | +30.1% | +13.1% | +17.0% | +25.8% |
| 3Y | +71.8% | +1.6% | +70.2% | +72.8% |
| All | +71.8% | +2.8% | +69.0% | +72.8% |
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