+1,782.5%
KMB vs COO
+5,988.7%
-4,206.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -3.0% | -2.2% | -0.8% | -2.9% |
| 30D | -5.5% | -7.0% | +1.5% | -5.2% |
| 3M | +14.0% | +12.2% | +1.8% | +13.4% |
| 6M | +4.1% | -15.1% | +19.2% | +4.8% |
| YTD | +8.0% | -15.1% | +23.1% | +8.8% |
| 1Y | -13.7% | +2.3% | -16.1% | -13.9% |
| 3Y | -5.9% | -23.7% | +17.7% | -5.2% |
| 5Y | -8.6% | -38.9% | +30.3% | -7.3% |
| 10Y | +17.3% | +49.9% | -32.7% | +14.8% |
| All | +1,782.5% | +5,988.7% | -4,206.2% | +1,624.2% |
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