+1,886.5%
KMB vs COO
+5,462.0%
-3,575.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -1.0% |
| 7D | +6.0% | +4.5% | +1.5% | +5.8% |
| 30D | +13.5% | +16.9% | -3.4% | +12.7% |
| 3M | +3.8% | -16.7% | +20.5% | +4.6% |
| 6M | +15.6% | +5.9% | +9.6% | +15.2% |
| YTD | +14.0% | -22.4% | +36.5% | +15.2% |
| 1Y | +12.9% | -10.1% | +23.1% | +13.4% |
| 3Y | +3.7% | -22.8% | +26.5% | +4.5% |
| 5Y | -0.1% | -41.4% | +41.4% | +1.5% |
| 10Y | +41.1% | +41.3% | -0.1% | +38.5% |
| All | +1,886.5% | +5,462.0% | -3,575.5% | +1,725.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling