+1,225.8%
CLS vs KMB
-5.5%
+1,231.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.1% |
| 7D | +4.6% | -3.0% | +7.6% | +3.3% |
| 30D | -13.9% | -5.5% | -8.4% | -16.0% |
| 3M | -26.6% | +14.0% | -40.5% | -21.2% |
| 6M | +15.4% | +4.1% | +11.3% | +18.8% |
| YTD | +5.7% | +8.0% | -2.4% | +11.3% |
| 1Y | +41.1% | -13.7% | +54.9% | +34.2% |
| All | +1,225.8% | -5.5% | +1,231.3% | +1,241.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling