+221.9%
CVX vs KMB
+12.7%
+209.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.8% |
| 7D | +1.0% | -8.6% | +9.6% | +2.9% |
| 30D | +10.7% | -7.5% | +18.2% | +12.5% |
| 3M | +15.5% | -0.6% | +16.1% | +15.1% |
| 6M | +14.9% | -1.5% | +16.4% | +14.4% |
| YTD | +44.2% | +1.6% | +42.6% | +42.2% |
| 1Y | +43.5% | -20.8% | +64.3% | +50.7% |
| 3Y | +45.0% | -12.4% | +57.4% | +46.2% |
| 5Y | +172.2% | -12.9% | +185.1% | +171.2% |
| 10Y | +221.9% | +14.7% | +207.2% | +198.8% |
| All | +221.9% | +12.7% | +209.2% | +198.8% |
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 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