+13.5%
KMB vs CAKE
+155.4%
-142.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.4% |
| 7D | -6.5% | -4.5% | -2.0% | -6.2% |
| 30D | -8.8% | -12.4% | +3.6% | -8.0% |
| 3M | -2.2% | +37.3% | -39.5% | -4.5% |
| 6M | +0.7% | +70.7% | -70.1% | -3.4% |
| YTD | +1.0% | +106.0% | -104.9% | -4.4% |
| 1Y | -20.3% | +79.7% | -100.0% | -23.9% |
| 3Y | -13.3% | +267.8% | -281.0% | -22.0% |
| 5Y | -12.9% | +159.9% | -172.8% | -20.8% |
| All | +13.5% | +155.4% | -142.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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