-12.9%
KMB vs CBOE
+146.7%
-159.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -8.6% | -0.8% | -7.8% | -8.5% |
| 30D | -7.5% | +2.7% | -10.2% | -7.9% |
| 3M | -0.6% | +0.7% | -1.3% | -0.9% |
| 6M | -1.5% | -2.0% | +0.4% | -2.1% |
| YTD | +1.6% | +17.1% | -15.5% | -2.7% |
| 1Y | -20.8% | +26.5% | -47.3% | -25.4% |
| 3Y | -12.4% | +96.1% | -108.5% | -24.0% |
| 5Y | -12.9% | +149.3% | -162.2% | -28.7% |
| All | -12.9% | +146.7% | -159.6% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling