-4.5%
KMB vs CART
+21.6%
-26.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.6% |
| 7D | -3.0% | +1.0% | -4.1% | -3.1% |
| 30D | -5.5% | +12.6% | -18.1% | -5.6% |
| 3M | +14.0% | +23.1% | -9.1% | +13.9% |
| 6M | +4.1% | +39.5% | -35.5% | +4.0% |
| YTD | +8.0% | +13.5% | -5.5% | +8.0% |
| 1Y | -13.7% | +14.9% | -28.6% | -13.7% |
| All | -4.5% | +21.6% | -26.1% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling