+1,782.5%
KMB vs CLX
+2,386.6%
-604.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -3.0% | -9.2% | +6.2% | +0.8% |
| 30D | -5.5% | -11.0% | +5.6% | -1.0% |
| 3M | +14.0% | +5.0% | +8.9% | +11.6% |
| 6M | +4.1% | -18.8% | +22.9% | +12.4% |
| YTD | +8.0% | -4.4% | +12.5% | +9.2% |
| 1Y | -13.7% | -21.9% | +8.1% | -5.5% |
| 3Y | -5.9% | -32.8% | +26.8% | +8.2% |
| 5Y | -8.6% | -34.6% | +25.9% | +4.5% |
| 10Y | +17.3% | -4.7% | +22.0% | +15.1% |
| All | +1,782.5% | +2,386.6% | -604.1% | +565.8% |
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