-6.6%
KMB vs CLX
-32.3%
+25.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | -3.0% | -9.2% | +6.2% | +1.3% |
| 30D | -5.5% | -11.0% | +5.6% | -0.4% |
| 3M | +14.0% | +5.0% | +8.9% | +11.3% |
| 6M | +4.1% | -18.8% | +22.9% | +13.4% |
| YTD | +8.0% | -4.4% | +12.5% | +9.4% |
| 1Y | -13.7% | -21.9% | +8.1% | -4.6% |
| All | -6.6% | -32.3% | +25.8% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling