+38.3%
KMB vs CP
+257.3%
-219.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +0.9% | +2.1% | -1.2% | +0.5% |
| 30D | +10.1% | +9.3% | +0.8% | +8.0% |
| 3M | 0.0% | +0.5% | -0.4% | -0.1% |
| 6M | +15.7% | +10.4% | +5.3% | +13.2% |
| YTD | +12.6% | +28.7% | -16.0% | +6.6% |
| 1Y | +10.1% | +33.2% | -23.0% | +3.4% |
| 3Y | +2.1% | +38.4% | -36.3% | -6.0% |
| 5Y | -0.7% | +26.2% | -26.9% | -7.7% |
| All | +38.3% | +257.3% | -219.0% | +3.9% |
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