+41.1%
KMB vs CFG
+230.2%
-189.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +6.0% | +0.7% | +5.3% | +6.0% |
| 30D | +13.5% | +2.8% | +10.7% | +13.3% |
| 3M | +3.8% | -10.1% | +13.9% | +4.5% |
| 6M | +15.6% | +3.2% | +12.4% | +15.3% |
| YTD | +14.0% | +14.2% | -0.2% | +12.9% |
| 1Y | +12.9% | +27.4% | -14.5% | +11.0% |
| 3Y | +3.7% | +187.6% | -183.9% | -4.8% |
| 5Y | -0.1% | +65.7% | -65.8% | -5.1% |
| 10Y | +41.1% | +219.7% | -178.6% | +30.6% |
| All | +41.1% | +230.2% | -189.0% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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