-17.8%
KMB vs CAVA
+33.0%
-50.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.4% |
| 7D | -6.5% | -8.0% | +1.5% | -6.4% |
| 30D | -8.8% | -19.6% | +10.7% | -8.7% |
| 3M | -2.2% | -36.7% | +34.5% | -2.1% |
| 6M | +0.7% | -30.6% | +31.2% | +0.8% |
| YTD | +1.0% | -4.8% | +5.8% | +1.6% |
| 1Y | -20.3% | -13.1% | -7.2% | -20.0% |
| 3Y | -13.3% | +48.8% | -62.0% | -13.7% |
| All | -17.8% | +33.0% | -50.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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