-14.8%
KMB vs CLBK
+73.3%
-88.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -4.2% | +1.2% | -5.4% | -4.3% |
| 30D | -6.6% | +9.1% | -15.7% | -7.1% |
| 3M | +12.6% | +27.7% | -15.1% | +11.1% |
| 6M | +2.9% | +40.8% | -38.0% | +1.2% |
| YTD | +6.8% | +66.4% | -59.6% | +6.1% |
| 1Y | -14.8% | +72.4% | -87.1% | -15.2% |
| All | -14.8% | +73.3% | -88.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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