+45.1%
KMB vs CLBK
+67.9%
-22.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | +1.2% | -4.3% | -3.2% |
| 30D | -5.5% | +9.1% | -14.6% | -6.3% |
| 3M | +14.0% | +27.7% | -13.7% | +11.1% |
| 6M | +4.1% | +40.8% | -36.7% | +0.4% |
| YTD | +8.0% | +66.4% | -58.3% | +2.4% |
| 1Y | -13.7% | +72.4% | -86.1% | -18.7% |
| 3Y | -5.9% | +50.7% | -56.6% | -11.1% |
| 5Y | -8.6% | +42.9% | -51.6% | -14.8% |
| All | +45.1% | +67.9% | -22.8% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling