-12.9%
KMB vs CAI
-7.1%
-5.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -3.0% | -2.2% | -0.9% | -3.0% |
| 30D | -5.5% | +52.4% | -57.9% | -5.9% |
| 3M | +14.0% | +45.1% | -31.1% | +13.6% |
| 6M | +4.1% | +26.2% | -22.1% | +3.7% |
| YTD | +8.0% | -7.1% | +15.1% | +7.2% |
| 1Y | -13.7% | -31.0% | +17.3% | -14.5% |
| All | -12.9% | -7.1% | -5.8% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling