+1,980.9%
CLS vs KMB
-0.7%
+1,981.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -4.8% |
| 7D | +16.3% | +0.9% | +15.4% | +16.6% |
| 30D | -25.7% | +10.1% | -35.7% | -23.6% |
| 3M | -30.9% | 0.0% | -30.9% | -30.0% |
| 6M | -35.5% | +15.7% | -51.2% | -32.6% |
| YTD | -18.7% | +12.6% | -31.3% | -15.3% |
| 1Y | -17.9% | +10.1% | -28.0% | -14.7% |
| 3Y | +838.1% | +2.1% | +835.9% | +811.9% |
| All | +1,980.9% | -0.7% | +1,981.5% | +1,869.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling