-8.0%
KMB vs CFG
+101.4%
-109.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.0% | +1.5% | -4.6% | -3.1% |
| 30D | -5.5% | -3.8% | -1.6% | -5.2% |
| 3M | +14.0% | +11.5% | +2.5% | +13.2% |
| 6M | +4.1% | +19.2% | -15.1% | +3.0% |
| YTD | +8.0% | +23.7% | -15.7% | +6.6% |
| 1Y | -13.7% | +38.8% | -52.6% | -15.5% |
| 3Y | -5.9% | +178.9% | -184.8% | -13.3% |
| All | -8.0% | +101.4% | -109.4% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling