+1,047.9%
CCL vs KMB
+1,887.9%
-839.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | +3.1% | +0.5% | +2.7% | +3.0% |
| 30D | +13.7% | +12.4% | +1.3% | +8.6% |
| 3M | +3.8% | +1.0% | +2.8% | +3.3% |
| 6M | +9.3% | +12.1% | -2.9% | +4.2% |
| YTD | -1.1% | +11.6% | -12.7% | -5.6% |
| 1Y | +14.6% | +13.1% | +1.4% | +8.7% |
| 3Y | +146.4% | +1.6% | +144.8% | +136.8% |
| 5Y | +21.9% | -0.3% | +22.2% | +17.0% |
| 10Y | -29.4% | +37.9% | -67.4% | -42.9% |
| All | +1,047.9% | +1,887.9% | -839.9% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling