-7.1%
KMB vs CAI
-5.3%
-1.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +3.2% |
| 7D | +3.4% | -20.3% | +23.7% | +3.6% |
| 30D | +14.7% | -13.9% | +28.6% | +14.7% |
| 3M | +3.3% | +12.4% | -9.2% | +2.9% |
| 6M | +16.8% | +58.3% | -41.5% | +15.8% |
| YTD | +15.2% | -5.2% | +20.4% | +14.1% |
| 1Y | +13.3% | -0.2% | +13.5% | +12.1% |
| All | -7.1% | -5.3% | -1.8% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling