-1.3%
KMB vs CAPR
+219.7%
-220.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +26.5% | -28.2% | -1.7% |
| 7D | +0.1% | +25.8% | -25.7% | +0.1% |
| 30D | +10.2% | +50.2% | -40.0% | +10.3% |
| 3M | +1.5% | +185.5% | -184.0% | +1.6% |
| 6M | +16.6% | -64.8% | +81.5% | +16.6% |
| YTD | +12.1% | -61.1% | +73.2% | +12.0% |
| 1Y | +11.1% | +81.0% | -69.9% | +11.3% |
| 3Y | +1.9% | +300.7% | -298.8% | +2.4% |
| 5Y | -1.3% | +223.3% | -224.6% | +1.4% |
| All | -1.3% | +219.7% | -220.9% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling