+37.8%
KMB vs CAH
+411.5%
-373.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | +0.1% | +5.9% | -5.9% | -1.0% |
| 30D | +10.2% | +16.5% | -6.3% | +7.1% |
| 3M | +1.5% | +15.7% | -14.3% | -1.4% |
| 6M | +16.6% | +52.7% | -36.1% | +7.6% |
| YTD | +12.1% | +36.3% | -24.2% | +5.2% |
| 1Y | +11.1% | +36.7% | -25.7% | +4.2% |
| 3Y | +1.9% | +178.2% | -176.2% | -17.4% |
| 5Y | -1.3% | +515.8% | -517.0% | -32.3% |
| 10Y | +37.8% | +411.8% | -374.0% | -10.3% |
| All | +37.8% | +411.5% | -373.7% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling