-8.3%
KMB vs CAVA
+38.6%
-47.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.1% |
| 7D | +0.9% | -1.6% | +2.5% | +1.0% |
| 30D | +10.1% | +12.9% | -2.8% | +9.9% |
| 3M | 0.0% | -19.3% | +19.4% | +0.1% |
| 6M | +15.7% | -19.5% | +35.1% | +15.8% |
| YTD | +12.6% | -0.8% | +13.4% | +13.2% |
| 1Y | +10.1% | +20.8% | -10.7% | +10.8% |
| 3Y | +2.1% | +85.7% | -83.5% | +1.6% |
| All | -8.3% | +38.6% | -47.0% | -8.8% |
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