+3.5%
KMB vs CSGP
-58.5%
+62.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.7% |
| 7D | +0.4% | +13.9% | -13.5% | -1.1% |
| 30D | +14.1% | +16.0% | -1.9% | +12.4% |
| 3M | -0.5% | +6.1% | -6.6% | -1.3% |
| 6M | +16.6% | -8.2% | +24.8% | +16.6% |
| YTD | +13.7% | -52.3% | +66.0% | +18.2% |
| 1Y | +16.1% | -54.5% | +70.6% | +21.0% |
| All | +3.5% | -58.5% | +62.0% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling