+36.5%
KMB vs CLBK
+64.7%
-28.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.0% |
| 7D | -8.6% | -1.5% | -7.1% | -8.5% |
| 30D | -7.5% | +6.7% | -14.2% | -8.2% |
| 3M | -0.6% | +21.2% | -21.8% | -2.6% |
| 6M | -1.5% | +42.0% | -43.5% | -5.1% |
| YTD | +1.6% | +63.3% | -61.7% | -3.5% |
| 1Y | -20.8% | +65.4% | -86.2% | -25.0% |
| 3Y | -12.4% | +52.5% | -64.9% | -17.4% |
| 5Y | -12.9% | +42.0% | -54.9% | -18.9% |
| All | +36.5% | +64.7% | -28.3% | +21.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling