+158.9%
CAT vs KMB
+2.0%
+157.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +2.8% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | -24.6% | +10.2% | -34.8% | -24.3% |
| 3M | -28.5% | +1.5% | -30.0% | -28.3% |
| 6M | -34.8% | +16.6% | -51.4% | -34.9% |
| YTD | +5.9% | +12.1% | -6.2% | +5.8% |
| 1Y | +6.8% | +11.1% | -4.2% | +6.7% |
| All | +158.9% | +2.0% | +157.0% | +158.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling