+13.6%
KMB vs CMI
+10.9%
+2.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.8% | +9.9% | +3.8% |
| 7D | +0.4% | -11.2% | +11.6% | -0.3% |
| 30D | +14.0% | -9.8% | +23.9% | +13.3% |
| 3M | -1.3% | -25.5% | +24.2% | -2.8% |
| 6M | +16.7% | -27.7% | +44.3% | +14.1% |
| YTD | +12.0% | -6.6% | +18.6% | +8.2% |
| 1Y | +13.6% | +11.7% | +2.0% | +9.2% |
| All | +13.6% | +10.9% | +2.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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