+10.1%
KMB vs CFG
+28.3%
-18.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | +0.9% | +3.2% | -2.3% | +0.3% |
| 30D | +10.1% | +5.1% | +4.9% | +9.1% |
| 3M | 0.0% | -11.2% | +11.3% | +1.6% |
| 6M | +15.7% | +9.6% | +6.1% | +15.0% |
| YTD | +12.6% | +15.0% | -2.3% | +12.5% |
| 1Y | +10.1% | +29.9% | -19.7% | +9.2% |
| All | +10.1% | +28.3% | -18.2% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling