+45.9%
CSCO vs KMB
+11.9%
+34.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +1.5% |
| 7D | -6.1% | +0.4% | -6.4% | -6.0% |
| 30D | -8.2% | +14.0% | -22.2% | -5.5% |
| 3M | -14.6% | -1.3% | -13.2% | -14.2% |
| 6M | +12.7% | +16.7% | -4.0% | +17.3% |
| YTD | +37.0% | +12.0% | +25.0% | +42.9% |
| 1Y | +45.9% | +13.6% | +32.3% | +52.9% |
| All | +45.9% | +11.9% | +34.0% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling