+1,852.5%
KMB vs CLX
+2,796.8%
-944.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | +0.1% | +7.8% | -7.7% | -2.9% |
| 30D | +10.2% | +28.5% | -18.3% | -0.5% |
| 3M | +1.5% | +1.3% | +0.2% | +0.7% |
| 6M | +16.6% | +23.4% | -6.7% | +6.7% |
| YTD | +12.1% | +11.4% | +0.7% | +6.3% |
| 1Y | +11.1% | +6.9% | +4.2% | +7.0% |
| 3Y | +1.9% | -9.8% | +11.7% | +4.4% |
| 5Y | -1.3% | -22.7% | +21.4% | +5.3% |
| 10Y | +37.8% | +28.7% | +9.0% | +20.3% |
| All | +1,852.5% | +2,796.8% | -944.3% | +547.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling