+202.2%
KMB vs CBOE
+1,025.9%
-823.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | -2.7% | -4.6% | +1.9% | -2.0% |
| 30D | -5.0% | +2.6% | -7.7% | -5.5% |
| 3M | +6.6% | +4.9% | +1.6% | +5.2% |
| 6M | +1.0% | -2.2% | +3.1% | +0.4% |
| YTD | +6.0% | +17.7% | -11.8% | +1.6% |
| 1Y | -16.6% | +26.1% | -42.7% | -21.2% |
| 3Y | -8.6% | +97.1% | -105.7% | -20.8% |
| 5Y | -10.9% | +149.2% | -160.0% | -26.5% |
| 10Y | +16.8% | +385.1% | -368.2% | -15.6% |
| All | +202.2% | +1,025.9% | -823.8% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CBOE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling