-5.6%
KMB vs COO
-23.4%
+17.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -3.0% | -2.2% | -0.8% | -2.6% |
| 30D | -5.5% | -7.0% | +1.5% | -4.2% |
| 3M | +14.0% | +12.2% | +1.8% | +11.9% |
| 6M | +4.1% | -15.1% | +19.2% | +6.0% |
| YTD | +8.0% | -15.1% | +23.1% | +10.0% |
| 1Y | -13.7% | +2.3% | -16.1% | -14.6% |
| All | -5.6% | -23.4% | +17.8% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling