-47.8%
CLF vs KMB
-8.4%
-39.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.8% |
| 7D | +7.6% | -3.0% | +10.6% | +7.5% |
| 30D | -1.2% | -5.5% | +4.3% | -1.2% |
| 3M | -13.4% | +14.0% | -27.4% | -13.1% |
| 6M | +15.4% | +4.1% | +11.3% | +15.6% |
| YTD | -5.9% | +8.0% | -13.9% | -5.7% |
| 1Y | +18.8% | -13.7% | +32.6% | +17.6% |
| 3Y | -19.4% | -5.9% | -13.5% | -22.7% |
| All | -47.8% | -8.4% | -39.4% | -52.0% |
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