+1,907.5%
KMB vs CAG
+604.3%
+1,303.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | +3.4% | +4.6% | -1.2% | +2.1% |
| 30D | +14.7% | +14.7% | 0.0% | +10.1% |
| 3M | +3.3% | +2.4% | +0.9% | +2.4% |
| 6M | +16.8% | +10.7% | +6.1% | +13.0% |
| YTD | +15.2% | -5.5% | +20.7% | +16.3% |
| 1Y | +13.3% | -4.6% | +17.9% | +14.0% |
| 3Y | +5.4% | -34.4% | +39.9% | +17.2% |
| 5Y | +2.7% | -39.2% | +41.9% | +16.2% |
| 10Y | +38.7% | -39.0% | +77.6% | +51.1% |
| All | +1,907.5% | +604.3% | +1,303.2% | +962.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling