+66.6%
CSCO vs KMB
-16.3%
+82.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.3% |
| 7D | -0.5% | -2.7% | +2.2% | -0.9% |
| 30D | -10.1% | -5.0% | -5.1% | -10.6% |
| 3M | -11.7% | +6.6% | -18.3% | -11.0% |
| 6M | +40.1% | +1.0% | +39.1% | +41.1% |
| YTD | +43.8% | +6.0% | +37.8% | +45.4% |
| 1Y | +66.6% | -16.6% | +83.2% | +65.4% |
| All | +66.6% | -16.3% | +82.9% | +65.4% |
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 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