+0.1%
KMB vs CMI
+122.9%
-122.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.5% |
| 7D | -3.0% | +1.5% | -4.5% | -3.0% |
| 30D | +9.1% | -14.0% | +23.0% | +9.2% |
| 3M | -0.4% | -28.3% | +27.9% | +0.1% |
| 6M | +13.0% | -34.9% | +47.9% | +13.8% |
| YTD | +10.3% | -9.9% | +20.2% | +8.2% |
| 1Y | +8.2% | -3.6% | +11.9% | +5.6% |
| All | +0.1% | +122.9% | -122.9% | -14.7% |
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