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  • CLF vs KMB✓SelectedUSD · KMBCLF vs KMB performance historyLatest closeAs of-12.23%11/05
Stock and ETF performance explorer

CLF vs KMB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+618.5%
KMB return
+1,925.1%
Excess return
-1,306.6%
Maximum drawdown
-98.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKMBExcessAlpha
1D-12.2%+1.5%-13.8%-12.7%
7D-21.0%+0.4%-21.4%-21.3%
30D-8.0%+14.1%-22.1%-12.7%
3M-10.9%-0.5%-10.4%-11.5%
6M+5.8%+16.6%-10.8%-1.1%
YTD-15.1%+13.7%-28.8%-20.2%
1Y+7.2%+16.1%-8.8%+0.1%
3Y-34.2%+4.7%-38.9%-38.6%
5Y-49.6%+1.5%-51.1%-53.1%
10Y+109.9%+40.5%+69.4%+63.8%
All+618.5%+1,925.1%-1,306.6%+189.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling