+13.8%
KMB vs CMI
+509.0%
-495.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.1% |
| 7D | -7.7% | +0.8% | -8.5% | -7.8% |
| 30D | -8.2% | -12.8% | +4.6% | -6.4% |
| 3M | -1.9% | -12.4% | +10.6% | -0.5% |
| 6M | -0.7% | -0.9% | +0.2% | -1.8% |
| YTD | +1.4% | +8.9% | -7.5% | -1.7% |
| 1Y | -19.1% | +37.7% | -56.8% | -25.0% |
| 3Y | -12.6% | +148.9% | -161.4% | -28.8% |
| 5Y | -12.7% | +164.4% | -177.0% | -30.7% |
| All | +13.8% | +509.0% | -495.2% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling