+421.5%
CARR vs KMB
-7.8%
+429.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -3.8% | -6.5% | +2.7% | -2.1% |
| 30D | -8.9% | -8.8% | -0.1% | -6.8% |
| 3M | -17.3% | -2.2% | -15.1% | -17.1% |
| 6M | -1.4% | +0.7% | -2.0% | -2.0% |
| YTD | +10.0% | +1.0% | +9.0% | +9.1% |
| 1Y | -6.4% | -20.3% | +14.0% | -1.6% |
| 3Y | +1.5% | -13.3% | +14.8% | +2.8% |
| 5Y | +9.3% | -12.9% | +22.2% | +9.4% |
| All | +421.5% | -7.8% | +429.3% | +396.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling