+14.7%
KMB vs CAG
-35.6%
+50.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | -8.6% | -6.6% | -2.0% | -6.4% |
| 30D | -7.5% | +2.3% | -9.8% | -8.3% |
| 3M | -0.6% | +16.3% | -16.9% | -5.8% |
| 6M | -1.5% | -16.0% | +14.5% | +3.8% |
| YTD | +1.6% | -7.7% | +9.3% | +3.6% |
| 1Y | -20.8% | -16.0% | -4.7% | -16.8% |
| 3Y | -12.4% | -37.7% | +25.3% | +0.6% |
| 5Y | -12.9% | -41.2% | +28.3% | +1.7% |
| 10Y | +14.7% | -33.8% | +48.5% | +29.0% |
| All | +14.7% | -35.6% | +50.3% | +29.0% |
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