+238.9%
CRM vs KMB
+14.6%
+224.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | -4.4% | -6.5% | +2.0% | -3.1% |
| 30D | +28.1% | -8.8% | +37.0% | +30.6% |
| 3M | +48.8% | -2.2% | +51.0% | +49.8% |
| 6M | +28.3% | +0.7% | +27.6% | +28.1% |
| YTD | -6.0% | +1.0% | -7.0% | -6.4% |
| 1Y | +1.4% | -20.3% | +21.7% | +6.1% |
| 3Y | +11.8% | -13.3% | +25.1% | +12.7% |
| 5Y | -2.0% | -12.9% | +10.9% | -2.2% |
| All | +238.9% | +14.6% | +224.3% | +215.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling