+4,850.5%
CL vs KMB
+1,824.3%
+3,026.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.6% |
| 7D | -2.2% | -3.0% | +0.9% | -0.7% |
| 30D | -4.8% | -5.5% | +0.6% | -2.2% |
| 3M | +4.9% | +14.0% | -9.1% | -2.0% |
| 6M | -5.7% | +4.1% | -9.8% | -7.8% |
| YTD | +14.4% | +8.0% | +6.3% | +9.7% |
| 1Y | +8.7% | -13.7% | +22.5% | +16.0% |
| 3Y | +30.0% | -5.9% | +35.9% | +32.2% |
| 5Y | +28.4% | -8.6% | +37.0% | +31.9% |
| 10Y | +50.1% | +17.3% | +32.8% | +34.6% |
| All | +4,850.5% | +1,824.3% | +3,026.2% | +1,114.5% |
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