+320.0%
CMG vs KMB
+15.3%
+304.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.7% |
| 7D | -6.5% | -8.6% | +2.1% | -4.8% |
| 30D | +12.1% | -7.5% | +19.6% | +13.8% |
| 3M | +20.6% | -0.6% | +21.2% | +20.5% |
| 6M | +2.1% | -1.5% | +3.6% | +2.1% |
| YTD | -2.6% | +1.6% | -4.2% | -3.3% |
| 1Y | -8.7% | -20.8% | +12.1% | -5.3% |
| 3Y | -7.4% | -12.4% | +5.0% | -6.7% |
| 5Y | -5.7% | -12.9% | +7.3% | -5.5% |
| All | +320.0% | +15.3% | +304.7% | +302.0% |
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 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