+13.8%
KMB vs CAH
+297.3%
-283.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.1% |
| 7D | -7.7% | -5.1% | -2.6% | -6.8% |
| 30D | -8.2% | -1.8% | -6.4% | -7.9% |
| 3M | -1.9% | +9.4% | -11.2% | -3.5% |
| 6M | -0.7% | +9.2% | -9.9% | -2.4% |
| YTD | +1.4% | +15.7% | -14.3% | -1.7% |
| 1Y | -19.1% | +59.7% | -78.9% | -26.3% |
| 3Y | -12.6% | +178.5% | -191.1% | -28.8% |
| 5Y | -12.7% | +398.3% | -410.9% | -36.8% |
| All | +13.8% | +297.3% | -283.4% | -20.4% |
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