+9.7%
CRM vs KMB
-13.0%
+22.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -8.1% | -7.7% | -0.4% | -8.0% |
| 30D | +23.1% | -8.2% | +31.3% | +23.2% |
| 3M | +42.5% | -1.9% | +44.4% | +43.6% |
| 6M | +25.3% | -0.7% | +26.0% | +26.8% |
| YTD | -7.8% | +1.4% | -9.2% | -6.6% |
| 1Y | +1.0% | -19.1% | +20.2% | +2.1% |
| All | +9.7% | -13.0% | +22.7% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling