-16.6%
KMB vs CTAS
-0.9%
-15.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.7% |
| 3M | +6.6% | +15.8% | -9.2% | +1.3% |
| 6M | +1.0% | -1.0% | +2.0% | +0.1% |
| YTD | +6.0% | +7.4% | -1.5% | +2.5% |
| 1Y | -16.6% | -0.1% | -16.5% | -17.7% |
| All | -16.6% | -0.9% | -15.7% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling