+415.3%
CPRT vs KMB
+15.9%
+399.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.8% |
| 7D | +0.4% | -2.7% | +3.1% | +1.2% |
| 30D | +9.9% | -5.0% | +14.9% | +11.5% |
| 3M | +5.6% | +6.6% | -0.9% | +3.7% |
| 6M | -13.6% | +1.0% | -14.6% | -14.0% |
| YTD | -16.7% | +6.0% | -22.7% | -18.4% |
| 1Y | -33.1% | -16.6% | -16.5% | -30.0% |
| 3Y | -27.1% | -8.6% | -18.4% | -26.9% |
| 5Y | -9.9% | -10.9% | +1.0% | -9.7% |
| 10Y | +415.3% | +16.8% | +398.5% | +384.6% |
| All | +415.3% | +15.9% | +399.4% | +384.6% |
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