-31.9%
CEG vs KMB
+11.9%
-43.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.1% | -10.9% | -6.1% |
| 7D | -4.8% | +0.4% | -5.1% | -4.5% |
| 30D | -8.2% | +14.0% | -22.2% | -7.3% |
| 3M | -7.9% | -1.3% | -6.6% | -7.8% |
| 6M | -23.2% | +16.7% | -39.9% | -23.5% |
| YTD | -30.1% | +12.0% | -42.1% | -29.8% |
| 1Y | -31.9% | +13.6% | -45.5% | -31.5% |
| All | -31.9% | +11.9% | -43.8% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling