+1,782.5%
KMB vs CMS
+457.8%
+1,324.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -5.5% | -3.6% | -1.9% | -4.7% |
| 3M | +14.0% | -1.9% | +15.9% | +14.5% |
| 6M | +4.1% | -11.0% | +15.1% | +6.8% |
| YTD | +8.0% | +0.2% | +7.8% | +8.0% |
| 1Y | -13.7% | -1.3% | -12.4% | -13.5% |
| 3Y | -5.9% | +35.9% | -41.9% | -12.0% |
| 5Y | -8.6% | +23.1% | -31.7% | -13.0% |
| 10Y | +17.3% | +117.9% | -100.6% | +0.6% |
| All | +1,782.5% | +457.8% | +1,324.7% | +1,260.7% |
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 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