+39.9%
CL vs KMB
-0.3%
+40.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.1% |
| 7D | +1.3% | +0.5% | +0.9% | +1.0% |
| 30D | +11.4% | +12.4% | -1.0% | +3.9% |
| 3M | +4.4% | +1.0% | +3.4% | +3.6% |
| 6M | +10.8% | +12.1% | -1.4% | +3.2% |
| YTD | +25.1% | +11.6% | +13.5% | +16.6% |
| 1Y | +28.0% | +13.1% | +14.9% | +18.3% |
| 3Y | +37.6% | +1.6% | +36.0% | +33.0% |
| All | +39.9% | -0.3% | +40.2% | +35.2% |
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 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