+37.8%
KMB vs CP
+251.7%
-213.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.1% | -0.7% | +0.7% | +0.2% |
| 30D | +10.2% | +9.6% | +0.6% | +8.1% |
| 3M | +1.5% | +2.2% | -0.8% | +1.0% |
| 6M | +16.6% | +11.1% | +5.5% | +14.0% |
| YTD | +12.1% | +28.2% | -16.1% | +6.1% |
| 1Y | +11.1% | +32.2% | -21.1% | +4.5% |
| 3Y | +1.9% | +35.5% | -33.6% | -5.7% |
| 5Y | -1.3% | +26.8% | -28.0% | -8.4% |
| 10Y | +37.8% | +256.9% | -219.1% | +3.5% |
| All | +37.8% | +251.7% | -213.9% | +3.5% |
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