+110.7%
CSCO vs KMB
+0.4%
+110.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.2% |
| 7D | +6.6% | -3.0% | +9.5% | +6.5% |
| 30D | -11.3% | +9.1% | -20.4% | -11.2% |
| 3M | -17.3% | -0.4% | -16.9% | -17.2% |
| 6M | +3.5% | +13.0% | -9.4% | +3.4% |
| YTD | +34.9% | +10.3% | +24.5% | +34.6% |
| 1Y | +40.5% | +8.2% | +32.3% | +40.5% |
| All | +110.7% | +0.4% | +110.3% | +108.9% |
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 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