-1.3%
KMB vs CART
+38.4%
-39.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | +0.5% | +3.0% | -2.5% | +0.4% |
| 30D | +12.4% | +28.6% | -16.2% | +11.9% |
| 3M | +1.0% | +29.1% | -28.1% | +0.7% |
| 6M | +12.1% | +44.7% | -32.6% | +11.8% |
| YTD | +11.6% | +29.2% | -17.6% | +11.3% |
| 1Y | +13.1% | +66.2% | -53.0% | +12.7% |
| 3Y | +1.6% | +112.8% | -111.2% | -0.7% |
| All | -1.3% | +38.4% | -39.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling