+1,862.7%
KMB vs CMI
+15,921.4%
-14,058.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | +0.9% | +0.5% | +0.5% | +0.8% |
| 30D | +10.1% | -14.0% | +24.1% | +12.3% |
| 3M | 0.0% | -28.1% | +28.2% | +4.6% |
| 6M | +15.7% | -35.8% | +51.5% | +22.4% |
| YTD | +12.6% | -10.5% | +23.2% | +13.0% |
| 1Y | +10.1% | -1.9% | +12.0% | +8.9% |
| 3Y | +2.1% | +121.0% | -118.8% | -11.7% |
| 5Y | -0.7% | +114.6% | -115.2% | -14.5% |
| 10Y | +38.5% | +325.5% | -287.0% | +5.3% |
| All | +1,862.7% | +15,921.4% | -14,058.8% | +641.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling