-8.0%
KMB vs CTAS
+113.1%
-121.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.0% | -1.8% | -1.2% | -2.6% |
| 30D | -5.5% | -0.2% | -5.3% | -5.4% |
| 3M | +14.0% | +11.7% | +2.3% | +10.5% |
| 6M | +4.1% | +0.7% | +3.4% | +3.5% |
| YTD | +8.0% | +7.4% | +0.6% | +5.6% |
| 1Y | -13.7% | -2.1% | -11.6% | -13.8% |
| 3Y | -5.9% | +62.9% | -68.9% | -18.5% |
| All | -8.0% | +113.1% | -121.2% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling