+1,844.7%
KMB vs CLX
+2,609.7%
-765.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +0.5% | +13.6% | -13.1% | -4.7% |
| 30D | +12.4% | +23.4% | -11.0% | +3.2% |
| 3M | +1.0% | -2.8% | +3.8% | +1.9% |
| 6M | +12.1% | +14.0% | -1.8% | +5.9% |
| YTD | +11.6% | +4.2% | +7.4% | +8.8% |
| 1Y | +13.1% | -1.2% | +14.3% | +12.5% |
| 3Y | +1.6% | -12.7% | +14.3% | +5.4% |
| 5Y | -0.3% | -26.5% | +26.2% | +8.6% |
| 10Y | +37.9% | +20.2% | +17.7% | +23.8% |
| All | +1,844.7% | +2,609.7% | -765.0% | +563.2% |
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 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