-69.3%
CPNG vs KMB
-9.1%
-60.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | -1.1% | -6.5% | +5.4% | -0.5% |
| 30D | -7.4% | -8.8% | +1.5% | -6.5% |
| 3M | -12.3% | -2.2% | -10.2% | -12.3% |
| 6M | -19.4% | +0.7% | -20.1% | -19.6% |
| YTD | -35.9% | +1.0% | -36.9% | -36.1% |
| 1Y | -53.4% | -20.3% | -33.1% | -52.4% |
| 3Y | -20.0% | -13.3% | -6.7% | -19.9% |
| 5Y | -49.6% | -12.9% | -36.6% | -52.2% |
| All | -69.3% | -9.1% | -60.2% | -72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling