+1,881.2%
KMB vs CMS
+475.9%
+1,405.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | +0.4% | +1.7% | -1.3% | 0.0% |
| 30D | +14.1% | +8.6% | +5.5% | +12.1% |
| 3M | -0.5% | -0.5% | 0.0% | -0.4% |
| 6M | +16.6% | -4.2% | +20.8% | +17.7% |
| YTD | +13.7% | +3.4% | +10.3% | +12.9% |
| 1Y | +16.1% | +0.4% | +15.6% | +15.9% |
| 3Y | +4.7% | +38.2% | -33.5% | -2.4% |
| 5Y | +1.5% | +35.4% | -33.9% | -5.2% |
| 10Y | +40.5% | +131.7% | -91.2% | +19.2% |
| All | +1,881.2% | +475.9% | +1,405.3% | +1,322.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling