+328.9%
CME vs KMB
+36.7%
+292.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +0.9% | +0.5% | +0.5% | +0.7% |
| 30D | +13.2% | +12.4% | +0.8% | +9.2% |
| 3M | +16.3% | +1.0% | +15.3% | +15.6% |
| 6M | +7.1% | +12.1% | -5.0% | +2.8% |
| YTD | +15.8% | +11.6% | +4.2% | +10.8% |
| 1Y | +17.1% | +13.1% | +4.0% | +11.5% |
| 3Y | +63.2% | +1.6% | +61.6% | +58.3% |
| 5Y | +70.2% | -0.3% | +70.5% | +64.2% |
| All | +328.9% | +36.7% | +292.1% | +311.2% |
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