+13.5%
KMB vs CBOE
+368.5%
-355.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | -6.5% | -5.8% | -0.7% | -5.5% |
| 30D | -8.8% | -3.1% | -5.7% | -8.4% |
| 3M | -2.2% | -4.8% | +2.6% | -1.8% |
| 6M | +0.7% | -0.6% | +1.2% | -0.5% |
| YTD | +1.0% | +12.8% | -11.8% | -2.8% |
| 1Y | -20.3% | +19.8% | -40.1% | -24.4% |
| 3Y | -13.3% | +86.9% | -100.2% | -25.3% |
| 5Y | -12.9% | +136.5% | -149.5% | -29.2% |
| All | +13.5% | +368.5% | -355.0% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling