-14.8%
KMB vs CSGP
-64.9%
+50.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.3% | -2.5% |
| 7D | -4.2% | -4.1% | -0.1% | -3.8% |
| 30D | -6.6% | +2.3% | -8.9% | -6.8% |
| 3M | +12.6% | -8.2% | +20.8% | +12.6% |
| 6M | +2.9% | -35.1% | +37.9% | +3.8% |
| YTD | +6.8% | -54.0% | +60.8% | +8.9% |
| 1Y | -14.8% | -65.3% | +50.5% | -7.0% |
| All | -14.8% | -64.9% | +50.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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