+218.0%
KMB vs CVE
+67.4%
+150.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.6% | +11.8% | +4.4% |
| 7D | +0.4% | -12.1% | +12.4% | +0.8% |
| 30D | +14.0% | -9.8% | +23.8% | +14.4% |
| 3M | -1.3% | -0.7% | -0.6% | -1.4% |
| 6M | +16.7% | -4.3% | +21.0% | +16.6% |
| YTD | +12.0% | +70.6% | -58.6% | +9.0% |
| 1Y | +13.6% | +73.2% | -59.5% | +10.5% |
| 3Y | +3.1% | +60.3% | -57.2% | 0.0% |
| 5Y | +0.8% | +159.3% | -158.6% | -5.9% |
| 10Y | +38.4% | +147.4% | -109.0% | +23.6% |
| All | +218.0% | +67.4% | +150.7% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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