+38.7%
KMB vs COR
+534.3%
-495.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.4% | +2.4% |
| 7D | +3.4% | +2.3% | +1.1% | +2.9% |
| 30D | +14.7% | +6.8% | +7.9% | +13.1% |
| 3M | +3.3% | +8.1% | -4.8% | +1.4% |
| 6M | +16.8% | +33.0% | -16.2% | +9.5% |
| YTD | +15.2% | +3.0% | +12.2% | +13.2% |
| 1Y | +13.3% | -3.4% | +16.7% | +13.0% |
| 3Y | +5.4% | +80.1% | -74.7% | -10.1% |
| 5Y | +2.7% | +194.7% | -192.0% | -22.8% |
| 10Y | +38.7% | +512.3% | -473.6% | -7.8% |
| All | +38.7% | +534.3% | -495.7% | -7.8% |
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