+14.7%
KMB vs CCJ
+1,078.9%
-1,064.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.1% |
| 7D | -8.6% | +4.2% | -12.8% | -8.7% |
| 30D | -7.5% | +3.2% | -10.7% | -7.6% |
| 3M | -0.6% | -1.8% | +1.2% | -0.6% |
| 6M | -1.5% | -13.5% | +12.0% | -1.4% |
| YTD | +1.6% | +9.7% | -8.1% | +1.1% |
| 1Y | -20.8% | +30.0% | -50.8% | -21.6% |
| 3Y | -12.4% | +172.6% | -185.0% | -16.1% |
| 5Y | -12.9% | +342.9% | -355.9% | -19.3% |
| 10Y | +14.7% | +1,099.7% | -1,085.0% | -1.7% |
| All | +14.7% | +1,078.9% | -1,064.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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