-8.0%
KMB vs CLX
-34.6%
+26.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | -3.0% | -9.2% | +6.2% | +1.2% |
| 30D | -5.5% | -11.0% | +5.6% | -0.5% |
| 3M | +14.0% | +5.0% | +8.9% | +11.3% |
| 6M | +4.1% | -18.8% | +22.9% | +13.3% |
| YTD | +8.0% | -4.4% | +12.5% | +9.3% |
| 1Y | -13.7% | -21.9% | +8.1% | -4.7% |
| 3Y | -5.9% | -32.8% | +26.8% | +9.8% |
| All | -8.0% | -34.6% | +26.6% | +4.2% |
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