-69.9%
CBRS vs KMB
+16.4%
-86.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.9% |
| 7D | -4.3% | +6.0% | -10.3% | 0.0% |
| 30D | -42.9% | +13.5% | -56.4% | -37.2% |
| 3M | -59.3% | +3.8% | -63.0% | -58.5% |
| All | -69.9% | +16.4% | -86.3% | -67.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling