-41.0%
CCL vs KMB
+15.9%
-56.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | -0.1% | -2.7% | +2.6% | +0.6% |
| 30D | -20.0% | -5.0% | -14.9% | -18.9% |
| 3M | -13.7% | +6.6% | -20.2% | -15.0% |
| 6M | -9.0% | +1.0% | -10.0% | -9.3% |
| YTD | -22.8% | +6.0% | -28.8% | -24.0% |
| 1Y | -25.3% | -16.6% | -8.7% | -22.6% |
| 3Y | +54.1% | -8.6% | +62.7% | +53.4% |
| 5Y | +3.5% | -10.9% | +14.3% | +2.5% |
| 10Y | -41.0% | +16.8% | -57.9% | -44.0% |
| All | -41.0% | +15.9% | -56.9% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling