+381.5%
KMB vs CRL
+1,379.5%
-998.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -3.0% | -1.0% | -2.0% | -2.9% |
| 30D | -5.5% | +10.7% | -16.1% | -6.5% |
| 3M | +14.0% | +55.3% | -41.3% | +8.8% |
| 6M | +4.1% | +60.7% | -56.6% | -1.3% |
| YTD | +8.0% | +44.6% | -36.6% | +3.3% |
| 1Y | -13.7% | +77.7% | -91.5% | -19.5% |
| 3Y | -5.9% | +37.6% | -43.6% | -11.8% |
| 5Y | -8.6% | -35.8% | +27.2% | -7.9% |
| 10Y | +17.3% | +241.7% | -224.5% | -5.6% |
| All | +381.5% | +1,379.5% | -998.0% | +231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling