+222.4%
KMB vs CAPR
-99.1%
+321.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -3.0% | -2.0% | -1.1% | -3.0% |
| 30D | -5.5% | +139.2% | -144.7% | -5.6% |
| 3M | +14.0% | -66.4% | +80.4% | +14.0% |
| 6M | +4.1% | -63.1% | +67.2% | +4.1% |
| YTD | +8.0% | -67.4% | +75.5% | +8.1% |
| 1Y | -13.7% | +58.2% | -72.0% | -14.3% |
| 3Y | -5.9% | +42.2% | -48.2% | -6.8% |
| 5Y | -8.6% | +87.3% | -95.9% | -9.6% |
| 10Y | +17.3% | -75.3% | +92.5% | +14.9% |
| All | +222.4% | -99.1% | +321.5% | +208.9% |
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 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