+129.4%
KMB vs CG
+351.2%
-221.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -3.0% | -4.3% | +1.3% | -2.7% |
| 30D | -5.5% | -5.1% | -0.4% | -5.1% |
| 3M | +14.0% | +8.7% | +5.3% | +13.1% |
| 6M | +4.1% | -9.2% | +13.3% | +4.7% |
| YTD | +8.0% | -18.9% | +26.9% | +9.5% |
| 1Y | -13.7% | -25.6% | +11.9% | -12.1% |
| 3Y | -5.9% | +57.3% | -63.2% | -12.2% |
| 5Y | -8.6% | +10.2% | -18.8% | -13.2% |
| 10Y | +17.3% | +364.2% | -346.9% | -8.3% |
| All | +129.4% | +351.2% | -221.8% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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