+6,646.7%
CB vs KMB
+1,058.2%
+5,588.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.3% |
| 7D | +0.5% | -3.0% | +3.5% | +1.7% |
| 30D | -3.1% | -5.5% | +2.4% | -1.0% |
| 3M | +9.0% | +14.0% | -5.0% | +2.9% |
| 6M | +2.9% | +4.1% | -1.2% | +0.5% |
| YTD | +10.1% | +8.0% | +2.1% | +5.8% |
| 1Y | +22.8% | -13.7% | +36.5% | +28.4% |
| 3Y | +73.8% | -5.9% | +79.7% | +73.2% |
| 5Y | +99.2% | -8.6% | +107.8% | +98.5% |
| 10Y | +218.2% | +17.3% | +200.9% | +178.2% |
| All | +6,646.7% | +1,058.2% | +5,588.5% | +2,938.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling