-93.0%
CDE vs KMB
+1,906.2%
-1,999.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | -9.6% | +0.9% | -10.6% | -9.7% |
| 30D | -6.7% | +10.1% | -16.8% | -8.0% |
| 3M | -24.2% | 0.0% | -24.3% | -24.3% |
| 6M | -29.1% | +15.7% | -44.8% | -30.7% |
| YTD | -21.5% | +12.6% | -34.2% | -22.9% |
| 1Y | -7.4% | +10.1% | -17.5% | -8.7% |
| 3Y | +596.3% | +2.1% | +594.2% | +588.1% |
| 5Y | +95.7% | -0.7% | +96.4% | +93.6% |
| 10Y | +53.0% | +38.5% | +14.5% | +47.4% |
| All | -93.0% | +1,906.2% | -1,999.2% | -91.8% |
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 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