+42.3%
KMB vs CLBK
+66.9%
-24.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -2.7% | +1.1% | -3.9% | -2.8% |
| 30D | -5.0% | +7.8% | -12.8% | -5.8% |
| 3M | +6.6% | +23.9% | -17.3% | +4.2% |
| 6M | +1.0% | +42.3% | -41.3% | -2.7% |
| YTD | +6.0% | +65.4% | -59.4% | +0.5% |
| 1Y | -16.6% | +70.3% | -87.0% | -21.3% |
| 3Y | -8.6% | +54.5% | -63.1% | -14.0% |
| 5Y | -10.9% | +43.1% | -54.0% | -17.0% |
| All | +42.3% | +66.9% | -24.6% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling