+269.1%
KMB vs CF
+5,948.3%
-5,679.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.4% |
| 7D | -3.0% | +6.0% | -9.1% | -3.4% |
| 30D | -5.5% | +14.8% | -20.3% | -6.4% |
| 3M | +14.0% | +14.1% | -0.1% | +12.8% |
| 6M | +4.1% | +28.5% | -24.4% | +1.5% |
| YTD | +8.0% | +74.9% | -66.9% | +2.9% |
| 1Y | -13.7% | +61.7% | -75.4% | -17.5% |
| 3Y | -5.9% | +80.3% | -86.3% | -11.4% |
| 5Y | -8.6% | +226.0% | -234.6% | -19.7% |
| 10Y | +17.3% | +569.9% | -552.6% | -6.8% |
| All | +269.1% | +5,948.3% | -5,679.2% | +117.8% |
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