+20.4%
CLF vs KMB
+9.5%
+10.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -2.9% |
| 7D | +10.4% | +0.9% | +9.5% | +10.5% |
| 30D | +0.6% | +10.1% | -9.5% | +0.7% |
| 3M | +4.1% | 0.0% | +4.1% | +5.2% |
| 6M | +15.1% | +15.7% | -0.6% | +15.7% |
| YTD | -4.7% | +12.6% | -17.4% | -5.5% |
| 1Y | +20.4% | +10.1% | +10.2% | +21.4% |
| All | +20.4% | +9.5% | +10.8% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling