+57.7%
KMB vs CFG
+347.0%
-289.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.8% |
| 7D | +0.5% | -0.9% | +1.3% | +0.5% |
| 30D | +12.4% | +1.1% | +11.3% | +12.3% |
| 3M | +1.0% | -12.0% | +13.0% | +2.0% |
| 6M | +12.1% | -2.2% | +14.4% | +12.3% |
| YTD | +11.6% | +11.4% | +0.2% | +10.6% |
| 1Y | +13.1% | +27.8% | -14.7% | +10.9% |
| 3Y | +1.6% | +173.3% | -171.7% | -7.4% |
| 5Y | -0.3% | +62.4% | -62.8% | -5.8% |
| 10Y | +37.9% | +249.6% | -211.6% | +12.1% |
| All | +57.7% | +347.0% | -289.3% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling