+1,074.8%
KMB vs CAKE
+4,018.7%
-2,943.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -3.0% | -4.0% | +1.0% | -2.7% |
| 30D | -5.5% | +2.4% | -7.9% | -5.8% |
| 3M | +14.0% | +69.0% | -55.0% | +8.0% |
| 6M | +4.1% | +69.3% | -65.2% | -1.5% |
| YTD | +8.0% | +115.8% | -107.7% | -0.3% |
| 1Y | -13.7% | +79.3% | -93.1% | -19.0% |
| 3Y | -5.9% | +262.0% | -268.0% | -18.7% |
| 5Y | -8.6% | +165.7% | -174.3% | -20.0% |
| 10Y | +17.3% | +158.9% | -141.6% | -3.5% |
| All | +1,074.8% | +4,018.7% | -2,943.9% | +596.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling