-34.0%
CLF vs KMB
+2.8%
-36.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.3% |
| 7D | -19.6% | +0.5% | -20.0% | -19.3% |
| 30D | -5.0% | +12.4% | -17.4% | -3.0% |
| 3M | -6.3% | +1.0% | -7.3% | -5.6% |
| 6M | +2.8% | +12.1% | -9.4% | +5.7% |
| YTD | -13.7% | +11.6% | -25.3% | -11.5% |
| 1Y | +13.6% | +13.1% | +0.5% | +17.0% |
| 3Y | -34.0% | +1.6% | -35.6% | -40.3% |
| All | -34.0% | +2.8% | -36.8% | -40.3% |
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 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