+147.9%
CIEN vs KMB
+486.4%
-338.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | -15.2% | -3.0% | -12.1% | -14.5% |
| 30D | -21.5% | -5.5% | -16.0% | -20.4% |
| 3M | -40.1% | +14.0% | -54.1% | -42.7% |
| 6M | -6.6% | +4.1% | -10.6% | -8.5% |
| YTD | +37.3% | +8.0% | +29.2% | +33.0% |
| 1Y | +174.5% | -13.7% | +188.3% | +180.9% |
| 3Y | +562.3% | -5.9% | +568.2% | +547.8% |
| 5Y | +463.9% | -8.6% | +472.6% | +453.5% |
| 10Y | +1,302.4% | +17.3% | +1,285.1% | +1,167.3% |
| All | +147.9% | +486.4% | -338.5% | +56.6% |
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