-5.7%
CPRT vs KMB
-8.4%
+2.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | +2.2% | -3.0% | +5.3% | +2.9% |
| 30D | +16.6% | -5.5% | +22.1% | +18.1% |
| 3M | +9.6% | +14.0% | -4.4% | +6.6% |
| 6M | -11.1% | +4.1% | -15.2% | -11.9% |
| YTD | -13.9% | +8.0% | -21.9% | -15.5% |
| 1Y | -32.5% | -13.7% | -18.8% | -30.6% |
| 3Y | -25.0% | -5.9% | -19.1% | -25.9% |
| All | -5.7% | -8.4% | +2.7% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling