-0.6%
KMB vs CLX
-26.4%
+25.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | +0.5% | +13.6% | -13.1% | -5.3% |
| 30D | +12.4% | +23.4% | -11.0% | +2.2% |
| 3M | +1.0% | -2.8% | +3.8% | +1.9% |
| 6M | +12.1% | +14.0% | -1.8% | +5.2% |
| YTD | +11.6% | +4.2% | +7.4% | +8.4% |
| 1Y | +13.1% | -1.2% | +14.3% | +12.3% |
| 3Y | +1.6% | -12.7% | +14.3% | +5.7% |
| All | -0.6% | -26.4% | +25.9% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling