+604.2%
COST vs KMB
+15.0%
+589.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.5% | -7.7% | +5.2% | 0.0% |
| 30D | -4.4% | -8.2% | +3.8% | -1.9% |
| 3M | -8.1% | -1.9% | -6.2% | -7.8% |
| 6M | -9.2% | -0.7% | -8.6% | -9.6% |
| YTD | +5.1% | +1.4% | +3.7% | +3.8% |
| 1Y | -5.1% | -19.1% | +14.0% | +0.6% |
| 3Y | +70.4% | -12.6% | +82.9% | +72.9% |
| 5Y | +104.7% | -12.7% | +117.4% | +106.2% |
| All | +604.2% | +15.0% | +589.2% | +540.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling