+106.4%
CSCO vs KMB
-5.5%
+111.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -0.7% | -3.0% | +2.4% | -0.6% |
| 30D | -10.1% | -5.5% | -4.6% | -10.1% |
| 3M | -15.7% | +14.0% | -29.7% | -16.1% |
| 6M | +36.3% | +4.1% | +32.2% | +36.3% |
| YTD | +43.8% | +8.0% | +35.8% | +43.4% |
| 1Y | +63.9% | -13.7% | +77.7% | +67.1% |
| All | +106.4% | -5.5% | +111.9% | +104.4% |
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 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