+3.7%
KMB vs CF
+62.9%
-59.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -0.9% |
| 7D | +6.0% | +4.8% | +1.3% | +6.2% |
| 30D | +13.5% | +9.7% | +3.8% | +13.9% |
| 3M | +3.8% | +1.2% | +2.5% | +3.9% |
| 6M | +15.6% | +7.4% | +8.2% | +16.1% |
| YTD | +14.0% | +60.5% | -46.5% | +12.3% |
| 1Y | +12.9% | +50.7% | -37.8% | +11.4% |
| 3Y | +3.7% | +64.8% | -61.1% | -0.5% |
| All | +3.7% | +62.9% | -59.2% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling