-13.7%
KMB vs CAH
+65.8%
-79.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -3.0% | +5.4% | -8.4% | -3.9% |
| 30D | -5.5% | +3.3% | -8.8% | -6.0% |
| 3M | +14.0% | +22.8% | -8.8% | +10.5% |
| 6M | +4.1% | +11.3% | -7.2% | +2.3% |
| YTD | +8.0% | +21.1% | -13.1% | +4.2% |
| 1Y | -13.7% | +67.2% | -81.0% | -23.6% |
| All | -13.7% | +65.8% | -79.6% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling