+366.8%
CSCO vs KMB
+15.9%
+351.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -0.5% | -2.7% | +2.2% | +0.3% |
| 30D | -10.1% | -5.0% | -5.1% | -8.8% |
| 3M | -11.7% | +6.6% | -18.3% | -14.0% |
| 6M | +40.1% | +1.0% | +39.1% | +38.5% |
| YTD | +43.8% | +6.0% | +37.8% | +39.4% |
| 1Y | +66.6% | -16.6% | +83.2% | +74.8% |
| 3Y | +108.5% | -8.6% | +117.2% | +107.3% |
| 5Y | +114.0% | -10.9% | +124.8% | +113.0% |
| 10Y | +366.8% | +16.8% | +350.0% | +319.4% |
| All | +366.8% | +15.9% | +351.0% | +319.4% |
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