+5,197.0%
COF vs KMB
+1,155.8%
+4,041.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.2% |
| 7D | -3.4% | +0.9% | -4.3% | -3.9% |
| 30D | +0.4% | +10.1% | -9.7% | -4.5% |
| 3M | -12.5% | 0.0% | -12.6% | -13.0% |
| 6M | +8.3% | +15.7% | -7.4% | -0.1% |
| YTD | -18.6% | +12.6% | -31.2% | -24.4% |
| 1Y | -8.6% | +10.1% | -18.8% | -14.2% |
| 3Y | +94.7% | +2.1% | +92.5% | +82.0% |
| 5Y | +35.3% | -0.7% | +36.0% | +26.4% |
| 10Y | +185.1% | +38.5% | +146.6% | +111.0% |
| All | +5,197.0% | +1,155.8% | +4,041.2% | +1,432.6% |
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