-12.8%
KMB vs CMI
+149.3%
-162.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.1% |
| 7D | -8.6% | +0.7% | -9.3% | -8.6% |
| 30D | -7.5% | -12.3% | +4.8% | -7.3% |
| 3M | -0.6% | -16.8% | +16.2% | -0.4% |
| 6M | -1.5% | +1.5% | -3.1% | -2.9% |
| YTD | +1.6% | +9.8% | -8.2% | -0.5% |
| 1Y | -20.8% | +42.6% | -63.4% | -24.1% |
| All | -12.8% | +149.3% | -162.1% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling