+486.0%
KMB vs CSGP
+3,334.4%
-2,848.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.6% |
| 6M | +4.1% | -35.1% | +39.1% | +7.8% |
| YTD | +8.0% | -54.0% | +62.1% | +14.9% |
| 1Y | -13.7% | -65.3% | +51.6% | -6.1% |
| 3Y | -5.9% | -62.6% | +56.6% | +1.0% |
| 5Y | -8.6% | -64.8% | +56.2% | -2.3% |
| 10Y | +17.3% | +45.1% | -27.8% | +10.1% |
| All | +486.0% | +3,334.4% | -2,848.5% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling