+35.5%
KMB vs CLX
+30.5%
+4.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.2% |
| 7D | -3.0% | +8.5% | -11.5% | -7.0% |
| 30D | +9.1% | +30.0% | -20.9% | -4.7% |
| 3M | -0.4% | +3.8% | -4.2% | -2.7% |
| 6M | +13.0% | +24.6% | -11.7% | +0.3% |
| YTD | +10.3% | +12.8% | -2.4% | +2.3% |
| 1Y | +8.2% | +8.6% | -0.4% | +2.1% |
| 3Y | +0.4% | -8.6% | +9.0% | +2.2% |
| 5Y | -2.7% | -21.8% | +19.1% | +4.1% |
| All | +35.5% | +30.5% | +4.9% | -1.4% |
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