+288.4%
KMB vs CF
+5,277.9%
-4,989.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.6% | +1.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +14.1% | +2.2% | +11.9% | +13.9% |
| 3M | -0.5% | +2.1% | -2.6% | -0.8% |
| 6M | +16.6% | -6.5% | +23.1% | +16.7% |
| YTD | +13.7% | +55.6% | -41.8% | +9.0% |
| 1Y | +16.1% | +42.3% | -26.2% | +12.0% |
| 3Y | +4.7% | +55.7% | -51.0% | -0.4% |
| 5Y | +1.5% | +122.4% | -120.9% | -7.9% |
| 10Y | +40.5% | +568.5% | -528.0% | +11.5% |
| All | +288.4% | +5,277.9% | -4,989.5% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling