+239.3%
KMB vs CAPR
-99.1%
+338.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +1.5% |
| 7D | +0.4% | +29.7% | -29.3% | +0.4% |
| 30D | +14.1% | +11.0% | +3.2% | +14.1% |
| 3M | -0.5% | +118.8% | -119.3% | -0.7% |
| 6M | +16.6% | -73.9% | +90.5% | +16.7% |
| YTD | +13.7% | -70.2% | +83.9% | +13.7% |
| 1Y | +16.1% | +38.3% | -22.2% | +15.4% |
| 3Y | +4.7% | +199.7% | -195.0% | +3.6% |
| 5Y | +1.5% | +130.6% | -129.0% | +0.4% |
| 10Y | +40.5% | -68.5% | +109.0% | +37.5% |
| All | +239.3% | -99.1% | +338.4% | +225.1% |
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