+78.9%
CTVA vs KMB
+1.1%
+77.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +2.4% | +6.0% | -3.6% | +1.5% |
| 30D | -8.1% | +13.5% | -21.6% | -10.0% |
| 3M | +6.3% | +3.8% | +2.5% | +5.6% |
| 6M | +0.4% | +15.6% | -15.2% | -1.6% |
| YTD | +21.8% | +14.0% | +7.8% | +19.4% |
| 1Y | +24.9% | +12.9% | +11.9% | +22.6% |
| 3Y | +92.3% | +3.7% | +88.6% | +90.3% |
| 5Y | +78.9% | -0.1% | +78.9% | +73.7% |
| All | +78.9% | +1.1% | +77.8% | +73.7% |
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 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