+207.3%
CAT vs KMB
+1.1%
+206.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.4% |
| 7D | -6.3% | +6.0% | -12.3% | -6.4% |
| 30D | -26.8% | +13.5% | -40.3% | -27.1% |
| 3M | -30.0% | +3.8% | -33.8% | -30.1% |
| 6M | -34.6% | +15.6% | -50.2% | -35.2% |
| YTD | +2.9% | +14.0% | -11.1% | +1.9% |
| 1Y | +3.3% | +12.9% | -9.7% | +2.3% |
| 3Y | +153.7% | +3.7% | +150.0% | +150.0% |
| 5Y | +207.3% | -0.1% | +207.3% | +201.6% |
| All | +207.3% | +1.1% | +206.2% | +201.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling