+1,844.7%
KMB vs CTAS
+25,665.7%
-23,821.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +0.5% | +1.2% | -0.7% | +0.2% |
| 30D | +12.4% | +12.8% | -0.4% | +9.8% |
| 3M | +1.0% | +10.3% | -9.3% | -1.0% |
| 6M | +12.1% | +32.0% | -19.8% | +6.1% |
| YTD | +11.6% | +19.1% | -7.5% | +7.6% |
| 1Y | +13.1% | +21.5% | -8.4% | +8.6% |
| 3Y | +1.6% | +76.0% | -74.5% | -9.7% |
| 5Y | -0.3% | +110.9% | -111.2% | -15.1% |
| 10Y | +37.9% | +849.8% | -811.9% | -13.7% |
| All | +1,844.7% | +25,665.7% | -23,821.0% | +544.4% |
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 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