+0.1%
KMB vs CRL
+99.6%
-99.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -3.0% | +8.9% | -11.8% | -3.2% |
| 30D | +9.1% | +14.0% | -4.9% | +8.4% |
| 3M | -0.4% | +19.8% | -20.3% | -1.2% |
| 6M | +13.0% | +102.0% | -89.1% | +10.2% |
| YTD | +10.3% | +70.8% | -60.5% | +7.9% |
| 1Y | +8.2% | +98.7% | -90.5% | +5.3% |
| All | +0.1% | +99.6% | -99.5% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling