+36.0%
KMB vs CP
+253.8%
-217.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | +0.5% | +2.8% | -2.3% | -0.1% |
| 30D | +12.4% | +10.2% | +2.2% | +10.1% |
| 3M | +1.0% | +2.4% | -1.4% | +0.5% |
| 6M | +12.1% | +7.7% | +4.5% | +10.3% |
| YTD | +11.6% | +26.0% | -14.4% | +6.1% |
| 1Y | +13.1% | +34.6% | -21.5% | +6.0% |
| 3Y | +1.6% | +26.7% | -25.1% | -4.6% |
| 5Y | -0.3% | +24.9% | -25.2% | -7.2% |
| All | +36.0% | +253.8% | -217.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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