+16.8%
KMB vs COR
+397.4%
-380.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | -2.7% | -1.9% | -0.8% | -2.3% |
| 30D | -5.0% | +1.5% | -6.5% | -5.4% |
| 3M | +6.6% | +18.7% | -12.1% | +2.7% |
| 6M | +1.0% | -9.0% | +10.0% | +2.3% |
| YTD | +6.0% | -3.3% | +9.3% | +5.7% |
| 1Y | -16.6% | +9.8% | -26.5% | -19.3% |
| 3Y | -8.6% | +87.4% | -96.0% | -22.1% |
| 5Y | -10.9% | +180.5% | -191.4% | -30.9% |
| 10Y | +16.8% | +398.1% | -381.3% | -16.7% |
| All | +16.8% | +397.4% | -380.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling