+732.7%
CLS vs KMB
+2.8%
+730.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | -0.5% |
| 7D | -22.2% | +0.5% | -22.6% | -21.6% |
| 30D | -44.4% | +12.4% | -56.8% | -40.6% |
| 3M | -34.3% | +1.0% | -35.3% | -32.8% |
| 6M | -50.1% | +12.1% | -62.2% | -45.7% |
| YTD | -30.1% | +11.6% | -41.7% | -24.1% |
| 1Y | -39.3% | +13.1% | -52.5% | -33.5% |
| 3Y | +732.7% | +1.6% | +731.1% | +764.0% |
| All | +732.7% | +2.8% | +730.0% | +764.0% |
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