-8.0%
KMB vs CP
+32.0%
-40.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -3.0% | -2.7% | -0.4% | -2.5% |
| 30D | -5.5% | +0.2% | -5.6% | -5.5% |
| 3M | +14.0% | +2.6% | +11.4% | +13.3% |
| 6M | +4.1% | +6.0% | -1.9% | +2.7% |
| YTD | +8.0% | +24.9% | -16.9% | +3.4% |
| 1Y | -13.7% | +20.1% | -33.8% | -16.9% |
| 3Y | -5.9% | +16.4% | -22.3% | -9.7% |
| All | -8.0% | +32.0% | -40.1% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling