+143.9%
CAT vs KMB
+2.8%
+141.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.8% |
| 7D | -10.3% | +0.5% | -10.8% | -10.2% |
| 30D | -31.2% | +12.4% | -43.6% | -31.0% |
| 3M | -34.7% | +1.0% | -35.6% | -34.5% |
| 6M | -39.5% | +12.1% | -51.6% | -39.5% |
| YTD | -1.7% | +11.6% | -13.3% | -1.8% |
| 1Y | -1.1% | +13.1% | -14.2% | -1.3% |
| 3Y | +143.9% | +1.6% | +142.3% | +141.4% |
| All | +143.9% | +2.8% | +141.1% | +141.4% |
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