-12.9%
KMB vs CMI
+165.6%
-178.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.0% |
| 7D | -8.6% | +0.7% | -9.3% | -8.6% |
| 30D | -7.5% | -12.3% | +4.8% | -6.8% |
| 3M | -0.6% | -16.8% | +16.2% | +0.2% |
| 6M | -1.5% | +1.5% | -3.1% | -2.8% |
| YTD | +1.6% | +9.8% | -8.2% | -0.6% |
| 1Y | -20.8% | +42.6% | -63.4% | -24.8% |
| 3Y | -12.4% | +151.0% | -163.4% | -23.4% |
| 5Y | -12.9% | +167.0% | -180.0% | -25.1% |
| All | -12.9% | +165.6% | -178.5% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling