+55.4%
CCL vs KMB
-5.5%
+60.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -5.0% | -3.0% | -2.0% | -4.6% |
| 30D | -20.3% | -5.5% | -14.9% | -19.6% |
| 3M | -15.1% | +14.0% | -29.1% | -16.3% |
| 6M | -15.1% | +4.1% | -19.2% | -16.1% |
| YTD | -21.8% | +8.0% | -29.8% | -22.5% |
| 1Y | -24.8% | -13.7% | -11.0% | -25.5% |
| All | +55.4% | -5.5% | +60.9% | +42.8% |
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 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 · 6 months rolling