-20.0%
CPNG vs KMB
-8.5%
-11.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -3.1% |
| 7D | -6.3% | -2.7% | -3.5% | -6.2% |
| 30D | -8.7% | -5.0% | -3.7% | -8.6% |
| 3M | -2.4% | +6.6% | -9.0% | -2.6% |
| 6M | -22.3% | +1.0% | -23.3% | -22.4% |
| YTD | -37.2% | +6.0% | -43.2% | -37.2% |
| 1Y | -53.0% | -16.6% | -36.4% | -52.7% |
| 3Y | -20.0% | -8.6% | -11.4% | -21.7% |
| All | -20.0% | -8.5% | -11.5% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling