+17,564.5%
CAT vs KMB
+1,925.1%
+15,639.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.9% |
| 7D | -14.5% | +0.4% | -14.9% | -14.8% |
| 30D | -35.7% | +14.1% | -49.9% | -39.0% |
| 3M | -36.3% | -0.5% | -35.8% | -36.7% |
| 6M | -38.5% | +16.6% | -55.1% | -42.8% |
| YTD | -2.5% | +13.7% | -16.2% | -8.6% |
| 1Y | -1.9% | +16.1% | -18.0% | -8.8% |
| 3Y | +139.2% | +4.7% | +134.5% | +125.0% |
| 5Y | +192.1% | +1.5% | +190.6% | +173.7% |
| 10Y | +732.3% | +40.5% | +691.8% | +561.0% |
| All | +17,564.5% | +1,925.1% | +15,639.4% | +4,999.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling