+1,670.2%
KMB vs CGNX
+12,397.0%
-10,726.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | -8.6% | +3.2% | -11.8% | -8.8% |
| 30D | -7.5% | -3.7% | -3.8% | -7.4% |
| 3M | -0.6% | +1.0% | -1.7% | -1.0% |
| 6M | -1.5% | +22.1% | -23.6% | -3.3% |
| YTD | +1.6% | +72.7% | -71.1% | -3.1% |
| 1Y | -20.8% | +40.4% | -61.2% | -23.6% |
| 3Y | -12.4% | +45.2% | -57.6% | -16.8% |
| 5Y | -12.9% | -26.7% | +13.7% | -14.0% |
| 10Y | +14.7% | +178.5% | -163.8% | +0.8% |
| All | +1,670.2% | +12,397.0% | -10,726.7% | +946.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling