-12.1%
KMB vs CAVA
+44.7%
-56.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | -3.0% | -9.2% | +6.2% | -3.0% |
| 30D | -5.5% | -8.2% | +2.7% | -5.4% |
| 3M | +14.0% | -15.3% | +29.3% | +14.1% |
| 6M | +4.1% | -23.6% | +27.7% | +4.2% |
| YTD | +8.0% | +3.5% | +4.5% | +8.5% |
| 1Y | -13.7% | -7.9% | -5.9% | -13.5% |
| 3Y | -5.9% | +38.7% | -44.6% | -6.6% |
| All | -12.1% | +44.7% | -56.7% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling