+110.7%
COP vs KMB
+2.6%
+108.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.1% |
| 7D | -8.4% | +3.4% | -11.8% | -8.1% |
| 30D | +0.3% | +14.7% | -14.4% | +1.4% |
| 3M | +15.1% | +3.3% | +11.8% | +15.5% |
| 6M | +19.8% | +16.8% | +3.0% | +21.2% |
| YTD | +46.8% | +15.2% | +31.6% | +48.7% |
| 1Y | +59.7% | +13.3% | +46.5% | +61.8% |
| 3Y | +28.7% | +5.4% | +23.3% | +31.0% |
| 5Y | +110.7% | +2.7% | +108.0% | +111.7% |
| All | +110.7% | +2.6% | +108.1% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling