+1,134.9%
CAT vs KMB
+17.3%
+1,117.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +1.7% | -3.0% | +4.8% | +2.3% |
| 30D | -6.6% | -5.5% | -1.1% | -5.5% |
| 3M | -13.3% | +14.0% | -27.3% | -16.3% |
| 6M | +11.6% | +4.1% | +7.5% | +10.0% |
| YTD | +42.9% | +8.0% | +34.9% | +39.5% |
| 1Y | +95.4% | -13.7% | +109.2% | +100.2% |
| 3Y | +196.6% | -5.9% | +202.5% | +193.0% |
| 5Y | +321.7% | -8.6% | +330.3% | +315.9% |
| All | +1,134.9% | +17.3% | +1,117.6% | +1,070.0% |
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