+1,782.5%
KMB vs CPB
+325.7%
+1,456.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.5% |
| 7D | -3.0% | -8.6% | +5.6% | -0.2% |
| 30D | -5.5% | -7.2% | +1.8% | -3.2% |
| 3M | +14.0% | +0.9% | +13.1% | +13.4% |
| 6M | +4.1% | -11.8% | +15.9% | +8.0% |
| YTD | +8.0% | -19.4% | +27.5% | +15.3% |
| 1Y | -13.7% | -30.4% | +16.6% | -3.7% |
| 3Y | -5.9% | -40.2% | +34.2% | +9.1% |
| 5Y | -8.6% | -39.5% | +30.9% | +5.0% |
| 10Y | +17.3% | -47.4% | +64.7% | +36.5% |
| All | +1,782.5% | +325.7% | +1,456.8% | +1,053.5% |
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