+52.7%
KMB vs CFG
+396.4%
-343.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.0% | +1.5% | -4.6% | -3.2% |
| 30D | -5.5% | -3.8% | -1.6% | -5.2% |
| 3M | +14.0% | +11.5% | +2.5% | +13.0% |
| 6M | +4.1% | +19.2% | -15.1% | +2.7% |
| YTD | +8.0% | +23.7% | -15.7% | +6.2% |
| 1Y | -13.7% | +38.8% | -52.6% | -16.0% |
| 3Y | -5.9% | +178.9% | -184.8% | -14.4% |
| 5Y | -8.6% | +101.8% | -110.4% | -15.2% |
| 10Y | +17.3% | +317.3% | -300.0% | -6.7% |
| All | +52.7% | +396.4% | -343.7% | +17.1% |
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