+321.2%
CMG vs KMB
+15.0%
+306.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -3.8% | -7.7% | +3.8% | -2.3% |
| 30D | +12.9% | -8.2% | +21.1% | +14.8% |
| 3M | +18.8% | -1.9% | +20.7% | +19.0% |
| 6M | +4.1% | -0.7% | +4.7% | +3.9% |
| YTD | -2.4% | +1.4% | -3.7% | -3.0% |
| 1Y | -6.7% | -19.1% | +12.5% | -3.6% |
| 3Y | -7.1% | -12.6% | +5.5% | -6.4% |
| 5Y | -5.0% | -12.7% | +7.7% | -4.9% |
| All | +321.2% | +15.0% | +306.2% | +303.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling