-20.8%
KMB vs CLX
-25.2%
+4.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.0% |
| 7D | -8.6% | -4.9% | -3.7% | -6.2% |
| 30D | -7.5% | -15.8% | +8.3% | +0.9% |
| 3M | -0.6% | -7.9% | +7.3% | +3.2% |
| 6M | -1.5% | -19.0% | +17.5% | +9.3% |
| YTD | +1.6% | -7.9% | +9.5% | +3.9% |
| 1Y | -20.8% | -25.4% | +4.6% | -6.1% |
| All | -20.8% | -25.2% | +4.4% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling