+104.3%
CEG vs KMB
+2.8%
+101.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +3.9% |
| 7D | -4.7% | +0.5% | -5.2% | -4.5% |
| 30D | -16.6% | +12.4% | -29.0% | -14.6% |
| 3M | -4.1% | +1.0% | -5.1% | -3.7% |
| 6M | -22.3% | +12.1% | -34.5% | -20.4% |
| YTD | -28.9% | +11.6% | -40.6% | -27.2% |
| 1Y | -28.5% | +13.1% | -41.6% | -26.4% |
| 3Y | +104.3% | +1.6% | +102.7% | +91.8% |
| All | +104.3% | +2.8% | +101.5% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling