+40.7%
CL vs KMB
+2.5%
+38.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +0.6% |
| 7D | +3.2% | +0.9% | +2.3% | +2.6% |
| 30D | +8.0% | +10.1% | -2.0% | +2.3% |
| 3M | +7.9% | 0.0% | +7.8% | +7.6% |
| 6M | +14.7% | +15.7% | -1.0% | +5.5% |
| YTD | +29.2% | +12.6% | +16.5% | +20.3% |
| 1Y | +29.5% | +10.1% | +19.4% | +22.0% |
| 3Y | +40.7% | +2.1% | +38.5% | +37.4% |
| All | +40.7% | +2.5% | +38.2% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling