+25,808.1%
CAT vs KMB
+1,824.3%
+23,983.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | +1.7% | -3.0% | +4.8% | +2.8% |
| 30D | -6.6% | -5.5% | -1.1% | -4.8% |
| 3M | -13.3% | +14.0% | -27.3% | -18.0% |
| 6M | +11.6% | +4.1% | +7.5% | +9.0% |
| YTD | +42.9% | +8.0% | +34.9% | +37.4% |
| 1Y | +95.4% | -13.7% | +109.2% | +102.2% |
| 3Y | +196.6% | -5.9% | +202.5% | +191.9% |
| 5Y | +321.7% | -8.6% | +330.3% | +313.4% |
| 10Y | +1,140.8% | +17.3% | +1,123.5% | +964.2% |
| All | +25,808.1% | +1,824.3% | +23,983.8% | +7,565.0% |
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