+18.0%
KMB vs CRL
+255.5%
-237.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -3.0% | -1.0% | -2.0% | -2.9% |
| 30D | -5.5% | +10.7% | -16.1% | -6.4% |
| 3M | +14.0% | +55.3% | -41.3% | +9.3% |
| 6M | +4.1% | +60.7% | -56.6% | -0.8% |
| YTD | +8.0% | +44.6% | -36.6% | +3.7% |
| 1Y | -13.7% | +77.7% | -91.5% | -19.0% |
| 3Y | -5.9% | +37.6% | -43.6% | -11.0% |
| 5Y | -8.6% | -35.8% | +27.2% | -4.7% |
| All | +18.0% | +255.5% | -237.5% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling