+1,782.5%
KMB vs CP
+7,669.4%
-5,886.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| YTD | +8.0% | +24.9% | -16.9% | +3.3% |
| 1Y | -13.7% | +20.1% | -33.8% | -17.0% |
| 3Y | -5.9% | +16.4% | -22.3% | -9.8% |
| 5Y | -8.6% | +31.7% | -40.4% | -15.3% |
| 10Y | +17.3% | +223.9% | -206.6% | -11.0% |
| All | +1,782.5% | +7,669.4% | -5,886.9% | +583.8% |
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