-25.5%
CTVA vs KMB
+14.3%
-39.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.5% | -22.8% | -23.7% |
| 7D | -23.7% | -3.0% | -20.7% | -22.8% |
| 30D | -31.2% | +9.1% | -40.3% | -32.5% |
| 3M | -18.7% | -0.4% | -18.3% | -17.7% |
| 6M | -25.5% | +13.0% | -38.5% | -25.3% |
| All | -25.5% | +14.3% | -39.8% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling