+53.2%
KMB vs CLBK
+62.6%
-9.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | +6.0% | +2.4% | +3.6% | +5.8% |
| 30D | +13.5% | +4.9% | +8.6% | +12.9% |
| 3M | +3.8% | +5.3% | -1.5% | +3.2% |
| 6M | +15.6% | +28.3% | -12.8% | +12.5% |
| YTD | +14.0% | +61.1% | -47.1% | +8.4% |
| 1Y | +12.9% | +62.4% | -49.4% | +7.2% |
| 3Y | +3.7% | +54.7% | -50.9% | -2.5% |
| 5Y | -0.1% | +27.4% | -27.5% | -4.8% |
| All | +53.2% | +62.6% | -9.4% | +36.4% |
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 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