+145.0%
CI vs KMB
+17.3%
+127.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | +1.3% | -3.0% | +4.3% | +2.3% |
| 30D | +4.4% | -5.5% | +9.9% | +6.2% |
| 3M | +0.7% | +14.0% | -13.3% | -3.8% |
| 6M | +0.3% | +4.1% | -3.7% | -1.4% |
| YTD | +3.8% | +8.0% | -4.2% | +0.6% |
| 1Y | -5.5% | -13.7% | +8.2% | -2.2% |
| 3Y | +8.1% | -5.9% | +14.1% | +7.4% |
| 5Y | +42.8% | -8.6% | +51.4% | +41.9% |
| All | +145.0% | +17.3% | +127.8% | +124.0% |
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