-28.5%
CEG vs KMB
+13.8%
-42.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.0% |
| 7D | -4.7% | +0.5% | -5.2% | -4.5% |
| 30D | -16.6% | +12.4% | -29.0% | -15.9% |
| 3M | -4.1% | +1.0% | -5.1% | -3.8% |
| 6M | -22.3% | +12.1% | -34.5% | -22.4% |
| YTD | -28.9% | +11.6% | -40.6% | -28.7% |
| 1Y | -28.5% | +13.1% | -41.6% | -28.2% |
| All | -28.5% | +13.8% | -42.3% | -28.2% |
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