-51.4%
CLF vs KMB
-0.3%
-51.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.5% |
| 7D | -19.6% | +0.5% | -20.0% | -19.5% |
| 30D | -5.0% | +12.4% | -17.4% | -4.6% |
| 3M | -6.3% | +1.0% | -7.3% | -6.0% |
| 6M | +2.8% | +12.1% | -9.4% | +3.5% |
| YTD | -13.7% | +11.6% | -25.3% | -13.2% |
| 1Y | +13.6% | +13.1% | +0.5% | +14.3% |
| 3Y | -34.0% | +1.6% | -35.6% | -37.1% |
| All | -51.4% | -0.3% | -51.1% | -53.4% |
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 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