-14.8%
KMB vs COO
+4.1%
-18.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.3% |
| 7D | -4.2% | -2.2% | -2.0% | -3.5% |
| 30D | -6.6% | -7.0% | +0.4% | -4.5% |
| 3M | +12.6% | +12.2% | +0.4% | +9.3% |
| 6M | +2.9% | -15.1% | +18.0% | +3.5% |
| YTD | +6.8% | -15.1% | +21.9% | +7.4% |
| 1Y | -14.8% | +2.3% | -17.1% | -17.8% |
| All | -14.8% | +4.1% | -18.9% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling