+104.9%
CB vs KMB
-1.6%
+106.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +7.3% | +10.2% | -2.9% | +4.5% |
| 3M | +7.0% | +1.5% | +5.6% | +6.4% |
| 6M | +16.3% | +16.6% | -0.3% | +11.4% |
| YTD | +19.7% | +12.1% | +7.7% | +15.5% |
| 1Y | +27.8% | +11.1% | +16.7% | +23.5% |
| 3Y | +72.0% | +1.9% | +70.1% | +69.0% |
| 5Y | +104.9% | -1.3% | +106.1% | +98.1% |
| All | +104.9% | -1.6% | +106.4% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling