+38.3%
KMB vs CF
+479.1%
-440.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +0.9% | +4.8% | -3.9% | +0.7% |
| 30D | +10.1% | +4.7% | +5.4% | +9.9% |
| 3M | 0.0% | +7.4% | -7.4% | -0.3% |
| 6M | +15.7% | +0.6% | +15.1% | +15.5% |
| YTD | +12.6% | +64.1% | -51.5% | +9.0% |
| 1Y | +10.1% | +51.4% | -41.3% | +7.0% |
| 3Y | +2.1% | +67.8% | -65.7% | -2.0% |
| 5Y | -0.7% | +114.1% | -114.8% | -8.3% |
| All | +38.3% | +479.1% | -440.8% | +11.7% |
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