-70.5%
CBRS vs KMB
+14.3%
-84.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.1% | -10.2% | -3.1% |
| 7D | -18.4% | +0.4% | -18.8% | -17.9% |
| 30D | -49.4% | +14.0% | -63.4% | -44.2% |
| 3M | -59.6% | -1.3% | -58.2% | -60.4% |
| All | -70.5% | +14.3% | -84.8% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling