+4,499.1%
COP vs KMB
+1,952.1%
+2,547.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -2.2% |
| 7D | -8.4% | +3.4% | -11.8% | -9.3% |
| 30D | +0.3% | +14.7% | -14.4% | -3.5% |
| 3M | +15.1% | +3.3% | +11.8% | +13.6% |
| 6M | +19.8% | +16.8% | +3.0% | +13.8% |
| YTD | +46.8% | +15.2% | +31.6% | +39.3% |
| 1Y | +59.7% | +13.3% | +46.5% | +52.3% |
| 3Y | +28.7% | +5.4% | +23.3% | +22.8% |
| 5Y | +110.7% | +2.7% | +108.0% | +99.5% |
| 10Y | +298.3% | +38.7% | +259.6% | +237.8% |
| All | +4,499.1% | +1,952.1% | +2,547.1% | +2,041.1% |
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