+47.7%
CI vs KMB
-0.3%
+48.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.2% |
| 7D | -1.6% | +0.5% | -2.0% | -1.7% |
| 30D | +5.4% | +12.4% | -7.0% | +2.8% |
| 3M | +7.3% | +1.0% | +6.3% | +6.9% |
| 6M | +5.3% | +12.1% | -6.8% | +2.3% |
| YTD | +8.5% | +11.6% | -3.1% | +5.4% |
| 1Y | +17.1% | +13.1% | +4.0% | +13.5% |
| 3Y | +1.4% | +1.6% | -0.2% | -1.0% |
| All | +47.7% | -0.3% | +48.0% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling