-35.3%
CLS vs KMB
+13.3%
-48.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.2% | +4.6% | +9.6% |
| 7D | -10.6% | +3.4% | -14.0% | -8.4% |
| 30D | -38.4% | +14.7% | -53.1% | -33.6% |
| 3M | -29.9% | +3.3% | -33.1% | -26.8% |
| 6M | -40.6% | +16.8% | -57.4% | -34.0% |
| YTD | -24.6% | +15.2% | -39.8% | -13.6% |
| All | -35.3% | +13.3% | -48.7% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling