+38.7%
KMB vs CLX
+26.7%
+11.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.3% | +0.4% |
| 7D | +3.4% | +17.4% | -14.0% | -4.9% |
| 30D | +14.7% | +27.8% | -13.1% | +1.1% |
| 3M | +3.3% | +3.0% | +0.3% | +1.3% |
| 6M | +16.8% | +17.5% | -0.7% | +6.8% |
| YTD | +15.2% | +10.0% | +5.2% | +8.2% |
| 1Y | +13.3% | +3.3% | +10.0% | +9.7% |
| 3Y | +5.4% | -10.1% | +15.6% | +8.2% |
| 5Y | +2.7% | -23.7% | +26.5% | +11.4% |
| 10Y | +38.7% | +24.9% | +13.8% | +1.6% |
| All | +38.7% | +26.7% | +11.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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