+1,782.5%
KMB vs CTAS
+23,129.2%
-21,346.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.0% | -1.8% | -1.2% | -2.7% |
| 30D | -5.5% | -0.2% | -5.3% | -5.4% |
| 3M | +14.0% | +11.7% | +2.3% | +11.5% |
| 6M | +4.1% | +0.7% | +3.4% | +3.7% |
| YTD | +8.0% | +7.4% | +0.6% | +6.3% |
| 1Y | -13.7% | -2.1% | -11.6% | -13.6% |
| 3Y | -5.9% | +62.9% | -68.9% | -15.2% |
| 5Y | -8.6% | +111.9% | -120.5% | -22.2% |
| 10Y | +17.3% | +652.2% | -634.9% | -23.4% |
| All | +1,782.5% | +23,129.2% | -21,346.7% | +536.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling