-1.2%
KMB vs COO
-38.7%
+37.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | +0.1% | -2.3% | +2.4% | +0.5% |
| 30D | +10.2% | +13.3% | -3.1% | +7.7% |
| 3M | +1.5% | -18.1% | +19.6% | +4.9% |
| 6M | +16.6% | +6.7% | +9.9% | +15.2% |
| YTD | +12.1% | -23.2% | +35.3% | +16.3% |
| 1Y | +11.1% | -12.3% | +23.3% | +12.8% |
| 3Y | +1.9% | -23.6% | +25.5% | +4.3% |
| All | -1.2% | -38.7% | +37.5% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling