+142.8%
CI vs KMB
+39.0%
+103.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.8% | -0.4% |
| 7D | +1.2% | +0.9% | +0.2% | +0.8% |
| 30D | +2.6% | +10.1% | -7.5% | -0.5% |
| 3M | +7.4% | 0.0% | +7.4% | +7.3% |
| 6M | -0.1% | +15.7% | -15.8% | -5.1% |
| YTD | +9.7% | +12.6% | -2.9% | +4.9% |
| 1Y | +12.1% | +10.1% | +2.0% | +7.9% |
| 3Y | +7.0% | +2.1% | +4.9% | +3.3% |
| 5Y | +49.7% | -0.7% | +50.4% | +44.3% |
| All | +142.8% | +39.0% | +103.8% | +118.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling