-25.4%
CEG vs KMB
+12.2%
-37.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.1% |
| 7D | +1.7% | +6.0% | -4.4% | +2.6% |
| 30D | -10.2% | +13.5% | -23.7% | -9.1% |
| 3M | -0.8% | +3.8% | -4.6% | -0.2% |
| 6M | -11.5% | +15.6% | -27.1% | -11.3% |
| YTD | -23.9% | +14.0% | -37.9% | -22.8% |
| 1Y | -25.4% | +12.9% | -38.3% | -25.0% |
| All | -25.4% | +12.2% | -37.6% | -25.0% |
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