+219.9%
CTVA vs KMB
-1.0%
+221.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.3% |
| 7D | -5.8% | -8.6% | +2.8% | -3.7% |
| 30D | +11.1% | -7.5% | +18.6% | +13.2% |
| 3M | +13.2% | -0.6% | +13.9% | +13.5% |
| 6M | +8.7% | -1.5% | +10.3% | +9.0% |
| YTD | +27.3% | +1.6% | +25.7% | +26.4% |
| 1Y | +18.0% | -20.8% | +38.8% | +24.7% |
| 3Y | +76.5% | -12.4% | +88.9% | +79.4% |
| 5Y | +105.1% | -12.9% | +118.0% | +106.8% |
| All | +219.9% | -1.0% | +221.0% | +210.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling