+1,881.2%
KMB vs CP
+7,870.0%
-5,988.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.1% |
| 3M | -0.5% | +2.7% | -3.3% | -1.1% |
| 6M | +16.6% | +12.8% | +3.8% | +13.8% |
| YTD | +13.7% | +28.2% | -14.5% | +8.1% |
| 1Y | +16.1% | +34.1% | -18.1% | +9.4% |
| 3Y | +4.7% | +28.9% | -24.2% | -1.5% |
| 5Y | +1.5% | +27.1% | -25.5% | -5.1% |
| 10Y | +40.5% | +264.8% | -224.3% | +4.3% |
| All | +1,881.2% | +7,870.0% | -5,988.8% | +616.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling