+639.5%
CEG vs KMB
-10.3%
+649.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +4.9% |
| 7D | +8.0% | -3.0% | +11.1% | +8.0% |
| 30D | +12.9% | -5.5% | +18.4% | +12.9% |
| 3M | +13.2% | +14.0% | -0.8% | +12.6% |
| 6M | -7.0% | +4.1% | -11.1% | -7.3% |
| YTD | -15.0% | +8.0% | -23.0% | -15.3% |
| 1Y | -2.7% | -13.7% | +11.0% | -2.5% |
| 3Y | +184.1% | -5.9% | +190.0% | +171.5% |
| All | +639.5% | -10.3% | +649.8% | +602.6% |
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