-14.8%
KMB vs CGNX
+42.4%
-57.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -2.7% |
| 7D | -4.2% | +3.0% | -7.2% | -4.1% |
| 30D | -6.6% | -11.8% | +5.2% | -6.8% |
| 3M | +12.6% | -3.6% | +16.2% | +12.7% |
| 6M | +2.9% | +17.4% | -14.5% | +2.8% |
| YTD | +6.8% | +73.7% | -67.0% | +9.2% |
| 1Y | -14.8% | +41.5% | -56.3% | -16.1% |
| All | -14.8% | +42.4% | -57.2% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling