-3.2%
CMG vs KMB
-10.5%
+7.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | -1.5% | -2.7% | +1.3% | -1.1% |
| 30D | +12.7% | -5.0% | +17.7% | +13.5% |
| 3M | +26.3% | +6.6% | +19.7% | +25.0% |
| 6M | +4.5% | +1.0% | +3.5% | +3.8% |
| YTD | -0.1% | +6.0% | -6.1% | -1.3% |
| 1Y | -6.8% | -16.6% | +9.8% | -5.4% |
| 3Y | -5.0% | -8.6% | +3.6% | -5.5% |
| All | -3.2% | -10.5% | +7.3% | -5.1% |
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