-68.9%
CBRS vs KMB
+17.6%
-86.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.2% | +4.6% | +10.1% |
| 7D | +0.4% | +3.4% | -3.0% | +3.1% |
| 30D | -41.1% | +14.7% | -55.8% | -34.6% |
| 3M | -57.4% | +3.3% | -60.6% | -56.8% |
| All | -68.9% | +17.6% | -86.5% | -66.5% |
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 · Available span rolling