+95.4%
CAT vs KMB
-13.3%
+108.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.6% |
| 7D | +1.7% | -3.0% | +4.8% | +1.5% |
| 30D | -6.6% | -5.5% | -1.1% | -6.8% |
| 3M | -13.3% | +14.0% | -27.3% | -13.6% |
| 6M | +11.6% | +4.1% | +7.5% | +10.5% |
| YTD | +42.9% | +8.0% | +34.9% | +42.7% |
| 1Y | +95.4% | -13.7% | +109.2% | +94.0% |
| All | +95.4% | -13.3% | +108.7% | +94.0% |
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 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