+3,896.6%
CMG vs KMB
+302.4%
+3,594.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.4% |
| 7D | -0.6% | -3.0% | +2.3% | +0.5% |
| 30D | +15.9% | +9.1% | +6.8% | +12.1% |
| 3M | +7.8% | -0.4% | +8.2% | +7.7% |
| 6M | +7.7% | +13.0% | -5.3% | +2.2% |
| YTD | -4.9% | +10.3% | -15.3% | -9.3% |
| 1Y | +12.3% | +8.2% | +4.1% | +7.9% |
| 3Y | -17.1% | +0.4% | -17.4% | -20.5% |
| 5Y | -5.6% | -2.7% | -2.9% | -9.8% |
| 10Y | +342.9% | +35.7% | +307.2% | +233.6% |
| All | +3,896.6% | +302.4% | +3,594.2% | +1,325.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling