+13.1%
KMB vs CP
+32.2%
-19.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | +0.5% | +2.8% | -2.3% | -0.5% |
| 30D | +12.4% | +10.2% | +2.2% | +8.9% |
| 3M | +1.0% | +2.4% | -1.4% | 0.0% |
| 6M | +12.1% | +7.7% | +4.5% | +9.4% |
| YTD | +11.6% | +26.0% | -14.4% | +7.1% |
| 1Y | +13.1% | +34.6% | -21.5% | +5.2% |
| All | +13.1% | +32.2% | -19.1% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling