+1,751.5%
CLS vs KMB
+41.7%
+1,709.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.2% | +4.6% | +7.7% |
| 7D | -10.6% | +3.4% | -14.0% | -10.7% |
| 30D | -38.4% | +14.7% | -53.1% | -39.1% |
| 3M | -29.9% | +3.3% | -33.1% | -30.0% |
| 6M | -40.6% | +16.8% | -57.4% | -41.6% |
| YTD | -24.6% | +15.2% | -39.8% | -25.8% |
| 1Y | -30.8% | +13.3% | -44.1% | -31.8% |
| 3Y | +811.7% | +5.4% | +806.3% | +765.1% |
| 5Y | +1,838.4% | +2.7% | +1,835.7% | +1,729.7% |
| 10Y | +1,751.5% | +38.7% | +1,712.8% | +1,607.9% |
| All | +1,751.5% | +41.7% | +1,709.8% | +1,607.9% |
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 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