-13.7%
KMB vs CGNX
-25.4%
+11.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.4% |
| 7D | -6.5% | +3.2% | -9.7% | -6.5% |
| 30D | -8.8% | +6.0% | -14.8% | -8.9% |
| 3M | -2.2% | +3.5% | -5.7% | -2.3% |
| 6M | +0.7% | +26.3% | -25.6% | -0.1% |
| YTD | +1.0% | +79.2% | -78.2% | -0.8% |
| 1Y | -20.3% | +43.8% | -64.1% | -21.4% |
| 3Y | -13.3% | +52.0% | -65.2% | -15.7% |
| All | -13.7% | -25.4% | +11.8% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling