+32.0%
CTVA vs KMB
+11.9%
+20.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +2.5% |
| 7D | +8.2% | +0.4% | +7.8% | +8.1% |
| 30D | -1.0% | +14.0% | -15.1% | -2.7% |
| 3M | +4.6% | -1.3% | +5.9% | +5.1% |
| 6M | +0.5% | +16.7% | -16.2% | +1.2% |
| YTD | +22.7% | +12.0% | +10.7% | +24.6% |
| 1Y | +32.0% | +13.6% | +18.3% | +32.8% |
| All | +32.0% | +11.9% | +20.0% | +32.8% |
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