+3.5%
KMB vs CP
+28.7%
-25.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +0.4% | +6.1% | -5.7% | -0.8% |
| 30D | +14.1% | +9.8% | +4.4% | +12.0% |
| 3M | -0.5% | +2.7% | -3.3% | -1.2% |
| 6M | +16.6% | +12.8% | +3.8% | +13.9% |
| YTD | +13.7% | +28.2% | -14.5% | +9.0% |
| 1Y | +16.1% | +34.1% | -18.1% | +10.4% |
| All | +3.5% | +28.7% | -25.2% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling