+1,628.1%
CLS vs KMB
+36.7%
+1,591.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | -22.2% | +0.5% | -22.6% | -22.2% |
| 30D | -44.4% | +12.4% | -56.8% | -44.9% |
| 3M | -34.3% | +1.0% | -35.3% | -34.4% |
| 6M | -50.1% | +12.1% | -62.2% | -50.8% |
| YTD | -30.1% | +11.6% | -41.7% | -31.1% |
| 1Y | -39.3% | +13.1% | -52.5% | -40.4% |
| 3Y | +732.7% | +1.6% | +731.1% | +692.6% |
| 5Y | +1,777.2% | -0.3% | +1,777.5% | +1,673.3% |
| All | +1,628.1% | +36.7% | +1,591.4% | +1,484.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling