-9.2%
KMB vs CAI
-14.7%
+5.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +2.1% |
| 7D | +0.9% | -8.7% | +9.6% | +1.0% |
| 30D | +10.1% | -23.8% | +33.9% | +10.3% |
| 3M | 0.0% | +3.9% | -3.8% | -0.2% |
| 6M | +15.7% | +56.8% | -41.2% | +14.6% |
| YTD | +12.6% | -14.6% | +27.3% | +11.7% |
| 1Y | +10.1% | -5.2% | +15.3% | +9.1% |
| All | -9.2% | -14.7% | +5.4% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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