-28.5%
CCL vs KMB
+41.7%
-70.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +0.9% | +3.3% |
| 7D | +3.1% | +3.4% | -0.3% | +2.2% |
| 30D | +17.5% | +14.7% | +2.8% | +13.4% |
| 3M | +6.8% | +3.3% | +3.5% | +5.9% |
| 6M | +18.7% | +16.8% | +1.9% | +14.1% |
| YTD | +3.0% | +15.2% | -12.2% | -0.8% |
| 1Y | +17.7% | +13.3% | +4.4% | +13.8% |
| 3Y | +155.6% | +5.4% | +150.2% | +144.7% |
| 5Y | +30.2% | +2.7% | +27.5% | +24.3% |
| 10Y | -28.5% | +38.7% | -67.1% | -34.9% |
| All | -28.5% | +41.7% | -70.2% | -34.9% |
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