+38.7%
KMB vs CFG
+248.3%
-209.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +3.0% |
| 7D | +3.4% | +0.3% | +3.1% | +3.4% |
| 30D | +14.7% | +3.2% | +11.5% | +14.4% |
| 3M | +3.3% | -9.7% | +13.0% | +4.0% |
| 6M | +16.8% | +3.6% | +13.2% | +16.5% |
| YTD | +15.2% | +14.7% | +0.5% | +14.1% |
| 1Y | +13.3% | +29.6% | -16.3% | +11.2% |
| 3Y | +5.4% | +190.6% | -185.1% | -3.2% |
| 5Y | +2.7% | +67.1% | -64.4% | -2.5% |
| 10Y | +38.7% | +237.0% | -198.4% | +34.3% |
| All | +38.7% | +248.3% | -209.6% | +34.3% |
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