+1,852.5%
KMB vs CPB
+349.9%
+1,502.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | +0.1% | -4.1% | +4.1% | +1.5% |
| 30D | +10.2% | +16.9% | -6.7% | +4.6% |
| 3M | +1.5% | -0.6% | +2.0% | +1.3% |
| 6M | +16.6% | +11.4% | +5.3% | +12.0% |
| YTD | +12.1% | -14.8% | +26.9% | +17.1% |
| 1Y | +11.1% | -24.8% | +35.8% | +20.7% |
| 3Y | +1.9% | -36.6% | +38.5% | +15.9% |
| 5Y | -1.3% | -33.3% | +32.1% | +9.7% |
| 10Y | +37.8% | -40.4% | +78.2% | +53.7% |
| All | +1,852.5% | +349.9% | +1,502.5% | +1,071.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling