+4,100.0%
CMG vs KMB
+294.1%
+3,805.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | -2.8% | -3.0% | +0.2% | -1.7% |
| 30D | +7.1% | -5.5% | +12.6% | +9.4% |
| 3M | +31.2% | +14.0% | +17.2% | +24.3% |
| 6M | +0.7% | +4.1% | -3.4% | -1.3% |
| YTD | -0.1% | +8.0% | -8.2% | -3.8% |
| 1Y | -10.7% | -13.7% | +3.0% | -7.1% |
| 3Y | -4.7% | -5.9% | +1.3% | -6.1% |
| 5Y | -3.8% | -8.6% | +4.9% | -5.5% |
| 10Y | +352.5% | +17.3% | +335.2% | +270.8% |
| All | +4,100.0% | +294.1% | +3,805.9% | +1,412.4% |
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