+79.1%
CME vs KMB
-8.4%
+87.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.6% | -3.0% | +1.5% | -1.0% |
| 30D | +6.2% | -5.5% | +11.7% | +7.4% |
| 3M | +10.4% | +14.0% | -3.6% | +7.2% |
| 6M | -9.5% | +4.1% | -13.6% | -10.5% |
| YTD | +6.0% | +8.0% | -2.0% | +3.8% |
| 1Y | +9.3% | -13.7% | +23.0% | +12.8% |
| 3Y | +57.7% | -5.9% | +63.6% | +58.4% |
| All | +79.1% | -8.4% | +87.5% | +78.3% |
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