-1.8%
CARR vs KMB
+11.9%
-13.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.6% |
| 7D | -0.7% | +0.4% | -1.0% | -0.8% |
| 30D | +0.3% | +14.0% | -13.7% | -3.5% |
| 3M | -14.9% | -1.3% | -13.6% | -14.8% |
| 6M | -14.9% | +16.7% | -31.5% | -20.2% |
| YTD | +7.0% | +12.0% | -5.0% | +2.8% |
| 1Y | -1.8% | +13.6% | -15.4% | -7.1% |
| All | -1.8% | +11.9% | -13.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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