+113.3%
CSCO vs KMB
-8.4%
+121.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -0.7% | -3.0% | +2.4% | -0.2% |
| 30D | -10.1% | -5.5% | -4.6% | -9.4% |
| 3M | -15.7% | +14.0% | -29.7% | -18.0% |
| 6M | +36.3% | +4.1% | +32.2% | +34.9% |
| YTD | +43.8% | +8.0% | +35.8% | +41.0% |
| 1Y | +63.9% | -13.7% | +77.7% | +69.2% |
| 3Y | +104.4% | -5.9% | +110.3% | +101.7% |
| All | +113.3% | -8.4% | +121.6% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling