+16.8%
KMB vs CTAS
+658.8%
-642.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -5.0% | -1.0% | -4.0% | -4.8% |
| 3M | +6.6% | +15.8% | -9.2% | +2.7% |
| 6M | +1.0% | -1.0% | +2.0% | +0.9% |
| YTD | +6.0% | +7.4% | -1.5% | +3.8% |
| 1Y | -16.6% | -0.1% | -16.5% | -17.0% |
| 3Y | -8.6% | +66.3% | -74.9% | -20.2% |
| 5Y | -10.9% | +111.0% | -121.8% | -27.2% |
| 10Y | +16.8% | +662.9% | -646.1% | -29.8% |
| All | +16.8% | +658.8% | -642.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CTAS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling