-2.7%
KMB vs CPB
-34.3%
+31.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.1% |
| 7D | -3.0% | -5.8% | +2.8% | -0.7% |
| 30D | +9.1% | +16.5% | -7.4% | +2.7% |
| 3M | -0.4% | -1.1% | +0.7% | -0.5% |
| 6M | +13.0% | +11.5% | +1.5% | +7.6% |
| YTD | +10.3% | -15.7% | +26.1% | +16.4% |
| 1Y | +8.2% | -24.7% | +32.9% | +19.0% |
| 3Y | +0.4% | -37.3% | +37.7% | +16.8% |
| 5Y | -2.7% | -35.0% | +32.3% | +6.9% |
| All | -2.7% | -34.3% | +31.6% | +6.9% |
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