+37.8%
KMB vs CFG
+224.4%
-186.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +10.2% | +3.1% | +7.1% | +10.0% |
| 3M | +1.5% | -9.7% | +11.2% | +2.2% |
| 6M | +16.6% | +6.7% | +9.9% | +16.1% |
| YTD | +12.1% | +15.2% | -3.1% | +10.9% |
| 1Y | +11.1% | +28.8% | -17.7% | +9.1% |
| 3Y | +1.9% | +190.1% | -188.1% | -6.5% |
| 5Y | -1.3% | +63.4% | -64.7% | -6.2% |
| 10Y | +37.8% | +219.8% | -182.0% | +26.4% |
| All | +37.8% | +224.4% | -186.6% | +26.4% |
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