+240.0%
COF vs KMB
+15.0%
+225.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -6.1% | -7.7% | +1.6% | -4.1% |
| 30D | -5.2% | -8.2% | +3.0% | -3.0% |
| 3M | +17.0% | -1.9% | +18.9% | +17.4% |
| 6M | +12.9% | -0.7% | +13.6% | +12.8% |
| YTD | -13.5% | +1.4% | -14.9% | -14.3% |
| 1Y | -5.9% | -19.1% | +13.3% | -1.3% |
| 3Y | +117.1% | -12.6% | +129.7% | +117.9% |
| 5Y | +45.4% | -12.7% | +58.0% | +44.4% |
| All | +240.0% | +15.0% | +225.0% | +224.0% |
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