+150.9%
CI vs KMB
+38.7%
+112.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | 0.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +6.4% | +10.2% | -3.8% | +3.1% |
| 3M | +10.7% | +1.5% | +9.2% | +10.0% |
| 6M | +5.5% | +16.6% | -11.2% | 0.0% |
| YTD | +11.4% | +12.1% | -0.7% | +6.6% |
| 1Y | +15.0% | +11.1% | +4.0% | +10.4% |
| 3Y | +9.0% | +1.9% | +7.0% | +5.2% |
| 5Y | +52.0% | -1.3% | +53.2% | +46.8% |
| 10Y | +150.9% | +37.8% | +113.1% | +126.2% |
| All | +150.9% | +38.7% | +112.2% | +126.2% |
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 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