+807.8%
CCL vs KMB
+1,824.3%
-1,016.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -5.0% | -3.0% | -2.0% | -3.9% |
| 30D | -20.3% | -5.5% | -14.9% | -18.6% |
| 3M | -15.1% | +14.0% | -29.1% | -19.5% |
| 6M | -15.1% | +4.1% | -19.2% | -16.4% |
| YTD | -21.8% | +8.0% | -29.8% | -24.3% |
| 1Y | -24.8% | -13.7% | -11.0% | -21.3% |
| 3Y | +51.9% | -5.9% | +57.8% | +50.5% |
| 5Y | +4.0% | -8.6% | +12.7% | +3.4% |
| 10Y | -42.2% | +17.3% | -59.5% | -49.9% |
| All | +807.8% | +1,824.3% | -1,016.5% | +144.1% |
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