+1,844.7%
KMB vs CPB
+360.6%
+1,484.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.4% |
| 7D | +0.5% | +8.0% | -7.5% | -2.1% |
| 30D | +12.4% | +22.4% | -10.0% | +5.0% |
| 3M | +1.0% | +2.5% | -1.5% | -0.2% |
| 6M | +12.1% | +12.2% | -0.1% | +7.4% |
| YTD | +11.6% | -12.8% | +24.4% | +15.8% |
| 1Y | +13.1% | -19.2% | +32.3% | +20.1% |
| 3Y | +1.6% | -35.6% | +37.1% | +14.9% |
| 5Y | -0.3% | -31.4% | +31.1% | +9.7% |
| 10Y | +37.9% | -37.9% | +75.9% | +51.9% |
| All | +1,844.7% | +360.6% | +1,484.2% | +1,058.3% |
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