+124.0%
COST vs KMB
-1.6%
+125.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.4% |
| 7D | +3.9% | +0.1% | +3.9% | +3.9% |
| 30D | +13.5% | +10.2% | +3.3% | +10.8% |
| 3M | +15.3% | +1.5% | +13.9% | +14.8% |
| 6M | +9.2% | +16.6% | -7.5% | +4.9% |
| YTD | +26.9% | +12.1% | +14.8% | +22.7% |
| 1Y | +19.7% | +11.1% | +8.6% | +16.1% |
| 3Y | +96.0% | +1.9% | +94.1% | +88.0% |
| 5Y | +124.0% | -1.3% | +125.3% | +115.2% |
| All | +124.0% | -1.6% | +125.6% | +115.2% |
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