+105.2%
CTVA vs KMB
-9.5%
+114.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.9% |
| 7D | -2.1% | -2.7% | +0.6% | -1.6% |
| 30D | +12.0% | -5.0% | +17.1% | +13.0% |
| 3M | +13.5% | +6.6% | +6.9% | +12.6% |
| 6M | +12.1% | +1.0% | +11.1% | +12.2% |
| YTD | +29.0% | +6.0% | +23.1% | +28.0% |
| 1Y | +18.9% | -16.6% | +35.5% | +22.7% |
| 3Y | +78.9% | -8.6% | +87.5% | +80.2% |
| 5Y | +105.2% | -10.9% | +116.1% | +102.8% |
| All | +105.2% | -9.5% | +114.8% | +102.8% |
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 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