+5,793.7%
CRM vs KMB
+259.9%
+5,533.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.1% |
| 7D | -3.5% | -2.7% | -0.8% | -2.3% |
| 30D | +29.3% | -5.0% | +34.3% | +32.1% |
| 3M | +36.8% | +6.6% | +30.3% | +33.2% |
| 6M | +23.9% | +1.0% | +22.9% | +22.6% |
| YTD | -5.5% | +6.0% | -11.4% | -8.8% |
| 1Y | -0.4% | -16.6% | +16.2% | +6.0% |
| 3Y | +12.8% | -8.6% | +21.4% | +11.5% |
| 5Y | -3.5% | -10.9% | +7.4% | -5.0% |
| 10Y | +238.4% | +16.8% | +221.6% | +166.1% |
| All | +5,793.7% | +259.9% | +5,533.8% | +2,064.2% |
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 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