+1,042.1%
CCL vs KMB
+1,887.9%
-845.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | +13.1% | +12.4% | +0.7% | +8.0% |
| 3M | +3.3% | +1.0% | +2.3% | +2.8% |
| 6M | +8.7% | +12.1% | -3.4% | +3.7% |
| YTD | -1.6% | +11.6% | -13.2% | -6.0% |
| 1Y | +14.0% | +13.1% | +0.9% | +8.1% |
| 3Y | +145.1% | +1.6% | +143.6% | +135.6% |
| 5Y | +21.2% | -0.3% | +21.6% | +16.4% |
| 10Y | -29.8% | +37.9% | -67.7% | -43.1% |
| All | +1,042.1% | +1,887.9% | -845.8% | +202.9% |
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 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