+231.7%
CTVA vs KMB
+5.2%
+226.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +4.9% | -3.0% | +8.0% | +5.7% |
| 30D | +11.9% | -5.5% | +17.4% | +13.4% |
| 3M | +13.7% | +14.0% | -0.3% | +10.2% |
| 6M | +13.1% | +4.1% | +9.1% | +11.9% |
| YTD | +32.0% | +8.0% | +23.9% | +29.1% |
| 1Y | +22.1% | -13.7% | +35.8% | +26.2% |
| 3Y | +77.5% | -5.9% | +83.4% | +77.3% |
| 5Y | +106.3% | -8.6% | +114.9% | +105.8% |
| All | +231.7% | +5.2% | +226.4% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling