+5,709.6%
COF vs KMB
+1,081.2%
+4,628.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.6% | -1.6% |
| 7D | +1.2% | -2.7% | +4.0% | +2.6% |
| 30D | -1.4% | -5.0% | +3.6% | +1.0% |
| 3M | +19.0% | +6.6% | +12.5% | +15.0% |
| 6M | +14.9% | +1.0% | +13.9% | +13.6% |
| YTD | -10.7% | +6.0% | -16.6% | -14.1% |
| 1Y | -1.3% | -16.6% | +15.3% | +5.5% |
| 3Y | +124.3% | -8.6% | +132.9% | +122.3% |
| 5Y | +51.1% | -10.9% | +62.0% | +49.6% |
| 10Y | +252.4% | +16.8% | +235.5% | +186.1% |
| All | +5,709.6% | +1,081.2% | +4,628.4% | +1,639.5% |
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