+36.0%
KMB vs CF
+561.7%
-525.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +0.5% | -3.2% | +3.6% | +0.6% |
| 30D | +12.4% | +4.3% | +8.1% | +12.2% |
| 3M | +1.0% | +2.8% | -1.8% | +0.8% |
| 6M | +12.1% | +0.6% | +11.5% | +11.9% |
| YTD | +11.6% | +56.6% | -45.0% | +8.2% |
| 1Y | +13.1% | +49.6% | -36.5% | +9.9% |
| 3Y | +1.6% | +61.5% | -59.9% | -2.4% |
| 5Y | -0.3% | +124.0% | -124.3% | -8.5% |
| All | +36.0% | +561.7% | -525.8% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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