-8.0%
KMB vs COR
+184.0%
-192.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | -3.0% | +2.8% | -5.8% | -3.5% |
| 30D | -5.5% | +4.5% | -10.0% | -6.4% |
| 3M | +14.0% | +22.7% | -8.7% | +9.4% |
| 6M | +4.1% | -9.7% | +13.8% | +6.0% |
| YTD | +8.0% | -1.4% | +9.5% | +7.3% |
| 1Y | -13.7% | +13.9% | -27.7% | -17.8% |
| 3Y | -5.9% | +94.0% | -99.9% | -23.6% |
| All | -8.0% | +184.0% | -192.1% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling