+83.5%
CLF vs KMB
+38.4%
+45.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.0% |
| 7D | -9.1% | +6.0% | -15.1% | -9.6% |
| 30D | -0.9% | +13.5% | -14.4% | -2.4% |
| 3M | +3.0% | +3.8% | -0.8% | +2.5% |
| 6M | +16.7% | +15.6% | +1.1% | +14.6% |
| YTD | -3.2% | +14.0% | -17.2% | -4.9% |
| 1Y | +24.6% | +12.9% | +11.7% | +22.5% |
| 3Y | -22.3% | +3.7% | -26.0% | -25.2% |
| 5Y | -41.2% | -0.1% | -41.1% | -43.2% |
| 10Y | +83.5% | +41.1% | +42.4% | +68.3% |
| All | +83.5% | +38.4% | +45.2% | +68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling