+38.7%
KMB vs CF
+546.3%
-507.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +3.4% | -0.9% | +4.3% | +3.4% |
| 30D | +14.7% | +6.9% | +7.8% | +14.4% |
| 3M | +3.3% | +4.8% | -1.6% | +3.0% |
| 6M | +16.8% | +4.7% | +12.1% | +16.4% |
| YTD | +15.2% | +56.5% | -41.3% | +11.7% |
| 1Y | +13.3% | +48.4% | -35.1% | +10.1% |
| 3Y | +5.4% | +59.1% | -53.7% | +1.4% |
| 5Y | +2.7% | +109.5% | -106.8% | -5.2% |
| 10Y | +38.7% | +487.0% | -448.3% | +13.5% |
| All | +38.7% | +546.3% | -507.6% | +13.5% |
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