-0.6%
KMB vs CMS
+32.6%
-33.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.8% |
| 7D | +0.5% | -1.3% | +1.8% | +1.1% |
| 30D | +12.4% | +6.3% | +6.1% | +9.2% |
| 3M | +1.0% | -2.1% | +3.0% | +2.0% |
| 6M | +12.1% | -5.1% | +17.2% | +15.0% |
| YTD | +11.6% | +1.3% | +10.4% | +10.9% |
| 1Y | +13.1% | -1.4% | +14.5% | +13.7% |
| 3Y | +1.6% | +36.9% | -35.4% | -11.6% |
| All | -0.6% | +32.6% | -33.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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