+2.1%
KMB vs CAPR
+239.1%
-237.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.9% | +9.0% | +2.1% |
| 7D | +0.9% | +5.9% | -5.0% | +0.9% |
| 30D | +10.1% | +44.6% | -34.5% | +10.1% |
| 3M | 0.0% | +126.4% | -126.3% | +0.2% |
| 6M | +15.7% | -68.6% | +84.3% | +15.6% |
| YTD | +12.6% | -67.0% | +79.6% | +12.6% |
| 1Y | +10.1% | +65.2% | -55.0% | +10.2% |
| 3Y | +2.1% | +235.6% | -233.4% | +3.9% |
| All | +2.1% | +239.1% | -237.0% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling