+282.5%
KMB vs CF
+4,965.4%
-4,682.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.4% | +8.5% | +4.4% |
| 7D | +0.4% | -6.9% | +7.2% | +0.8% |
| 30D | +14.0% | -3.7% | +17.8% | +14.3% |
| 3M | -1.3% | -5.0% | +3.6% | -1.1% |
| 6M | +16.7% | -10.5% | +27.1% | +17.2% |
| YTD | +12.0% | +46.5% | -34.5% | +7.8% |
| 1Y | +13.6% | +34.8% | -21.2% | +10.1% |
| 3Y | +3.1% | +46.7% | -43.6% | -1.5% |
| 5Y | +0.8% | +112.0% | -111.3% | -8.3% |
| 10Y | +38.4% | +529.7% | -491.3% | +10.3% |
| All | +282.5% | +4,965.4% | -4,682.9% | +128.3% |
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