+94.7%
COF vs KMB
+2.5%
+92.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -3.4% | +0.9% | -4.3% | -3.4% |
| 30D | +0.4% | +10.1% | -9.7% | -0.2% |
| 3M | -12.5% | 0.0% | -12.6% | -12.7% |
| 6M | +8.3% | +15.7% | -7.4% | +7.9% |
| YTD | -18.6% | +12.6% | -31.2% | -19.1% |
| 1Y | -8.6% | +10.1% | -18.8% | -9.2% |
| 3Y | +94.7% | +2.1% | +92.5% | +90.4% |
| All | +94.7% | +2.5% | +92.2% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling