+233.1%
KMB vs CAPR
-99.1%
+332.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -1.8% |
| 7D | +0.5% | +41.1% | -40.6% | +0.4% |
| 30D | +12.4% | +11.1% | +1.3% | +12.4% |
| 3M | +1.0% | +115.3% | -114.3% | +0.9% |
| 6M | +12.1% | -73.8% | +86.0% | +12.2% |
| YTD | +11.6% | -68.8% | +80.4% | +11.6% |
| 1Y | +13.1% | +43.3% | -30.2% | +12.5% |
| 3Y | +1.6% | +214.7% | -213.1% | +0.5% |
| 5Y | -0.3% | +141.3% | -141.6% | -1.5% |
| 10Y | +37.9% | -67.0% | +105.0% | +35.0% |
| All | +233.1% | -99.1% | +332.2% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling