-34.8%
CAT vs KMB
+13.6%
-48.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +2.3% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | -24.6% | +10.2% | -34.8% | -21.6% |
| 3M | -28.5% | +1.5% | -30.0% | -27.8% |
| 6M | -34.8% | +16.6% | -51.4% | -28.5% |
| All | -34.8% | +13.6% | -48.5% | -28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling