+4,492.0%
COP vs KMB
+1,824.3%
+2,667.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +3.0% | -3.0% | +6.0% | +3.8% |
| 30D | +17.5% | -5.5% | +23.0% | +19.1% |
| 3M | +13.4% | +14.0% | -0.6% | +8.8% |
| 6M | +17.7% | +4.1% | +13.6% | +15.4% |
| YTD | +46.6% | +8.0% | +38.5% | +42.0% |
| 1Y | +44.6% | -13.7% | +58.4% | +48.3% |
| 3Y | +20.7% | -5.9% | +26.6% | +19.2% |
| 5Y | +185.0% | -8.6% | +193.7% | +179.7% |
| 10Y | +347.0% | +17.3% | +329.7% | +299.0% |
| All | +4,492.0% | +1,824.3% | +2,667.7% | +2,081.8% |
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