+48.2%
KMB vs CLBK
+61.7%
-13.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -3.0% | +2.5% | -5.4% | -3.2% |
| 30D | +9.1% | +3.7% | +5.4% | +8.6% |
| 3M | -0.4% | -3.3% | +2.8% | -0.1% |
| 6M | +13.0% | +29.6% | -16.7% | +9.9% |
| YTD | +10.3% | +60.3% | -49.9% | +4.9% |
| 1Y | +8.2% | +63.4% | -55.2% | +2.6% |
| 3Y | +0.4% | +53.8% | -53.5% | -5.5% |
| 5Y | -2.7% | +29.0% | -31.7% | -7.6% |
| All | +48.2% | +61.7% | -13.5% | +32.1% |
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