-5.6%
KMB vs CSGP
-61.9%
+56.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.4% |
| 7D | -3.0% | -4.1% | +1.0% | -2.7% |
| 30D | -5.5% | +2.3% | -7.8% | -5.7% |
| 3M | +14.0% | -8.2% | +22.2% | +14.3% |
| 6M | +4.1% | -35.1% | +39.1% | +6.4% |
| YTD | +8.0% | -54.0% | +62.1% | +12.5% |
| 1Y | -13.7% | -65.3% | +51.6% | -8.2% |
| All | -5.6% | -61.9% | +56.3% | -0.3% |
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