+16.1%
KMB vs CRBG
+13.0%
+3.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.1% | +2.2% |
| 7D | +0.4% | -3.0% | +3.4% | +0.7% |
| 30D | +14.1% | -2.6% | +16.8% | +14.4% |
| 3M | -0.5% | +2.7% | -3.2% | -0.9% |
| 6M | +16.6% | +22.2% | -5.6% | +13.7% |
| YTD | +13.7% | +16.5% | -2.8% | +8.6% |
| 1Y | +16.1% | +16.9% | -0.9% | +10.5% |
| All | +16.1% | +13.0% | +3.1% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling