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  • KMB vs CCJ✓SelectedUSD · CCJKMB vs CCJ performance historyLatest closeAs of-4.11%09/09
Stock and ETF performance explorer

KMB vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14.7%
CCJ return
+1,078.9%
Excess return
-1,064.2%
Maximum drawdown
-34.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
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