+16.8%
KMB vs CLX
-3.9%
+20.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.1% |
| 7D | -2.7% | -3.5% | +0.8% | -0.9% |
| 30D | -5.0% | -11.9% | +6.8% | +1.2% |
| 3M | +6.6% | -2.6% | +9.2% | +7.7% |
| 6M | +1.0% | -18.2% | +19.1% | +10.8% |
| YTD | +6.0% | -5.9% | +11.9% | +8.1% |
| 1Y | -16.6% | -23.8% | +7.2% | -5.2% |
| 3Y | -8.6% | -33.6% | +24.9% | +9.7% |
| 5Y | -10.9% | -35.7% | +24.8% | +5.9% |
| 10Y | +16.8% | -2.5% | +19.3% | -0.8% |
| All | +16.8% | -3.9% | +20.8% | -0.8% |
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