+87.9%
CIEN vs KMB
+505.8%
-417.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.9% |
| 7D | -24.1% | +0.5% | -24.6% | -24.4% |
| 30D | -45.5% | +12.4% | -57.9% | -47.4% |
| 3M | -39.7% | +1.0% | -40.7% | -40.3% |
| 6M | -57.8% | +12.1% | -69.9% | -59.8% |
| YTD | +4.1% | +11.6% | -7.5% | -0.8% |
| 1Y | +20.8% | +13.1% | +7.7% | +14.6% |
| 3Y | +463.1% | +1.6% | +461.6% | +435.4% |
| 5Y | +302.3% | -0.3% | +302.6% | +282.6% |
| 10Y | +1,164.4% | +37.9% | +1,126.4% | +986.3% |
| All | +87.9% | +505.8% | -417.9% | +16.9% |
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 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