-8.0%
KMB vs CPB
-39.5%
+31.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.3% |
| 7D | -3.0% | -8.6% | +5.6% | +0.3% |
| 30D | -5.5% | -7.2% | +1.8% | -2.8% |
| 3M | +14.0% | +0.9% | +13.1% | +13.3% |
| 6M | +4.1% | -11.8% | +15.9% | +8.6% |
| YTD | +8.0% | -19.4% | +27.5% | +16.5% |
| 1Y | -13.7% | -30.4% | +16.6% | -1.9% |
| 3Y | -5.9% | -40.2% | +34.2% | +11.8% |
| All | -8.0% | -39.5% | +31.5% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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