+16.8%
KMB vs CFG
+313.6%
-296.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.9% |
| 7D | -2.7% | +2.7% | -5.4% | -2.9% |
| 30D | -5.0% | -3.7% | -1.3% | -4.8% |
| 3M | +6.6% | +9.5% | -2.9% | +5.9% |
| 6M | +1.0% | +22.2% | -21.3% | -0.4% |
| YTD | +6.0% | +22.3% | -16.4% | +4.4% |
| 1Y | -16.6% | +39.4% | -56.1% | -18.6% |
| 3Y | -8.6% | +188.5% | -197.1% | -16.1% |
| 5Y | -10.9% | +101.5% | -112.4% | -16.5% |
| 10Y | +16.8% | +308.6% | -291.8% | +1.8% |
| All | +16.8% | +313.6% | -296.8% | +1.8% |
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