+41.1%
KMB vs CAG
-38.9%
+80.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | +6.0% | +6.6% | -0.6% | +3.7% |
| 30D | +13.5% | +13.9% | -0.4% | +8.4% |
| 3M | +3.8% | +4.0% | -0.3% | +2.2% |
| 6M | +15.6% | +10.0% | +5.6% | +11.3% |
| YTD | +14.0% | -6.1% | +20.2% | +15.4% |
| 1Y | +12.9% | -4.3% | +17.3% | +13.5% |
| 3Y | +3.7% | -34.6% | +38.3% | +17.2% |
| 5Y | -0.1% | -39.4% | +39.4% | +15.6% |
| 10Y | +41.1% | -34.2% | +75.3% | +52.0% |
| All | +41.1% | -38.9% | +80.0% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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