+1,782.5%
KMB vs CMI
+19,768.2%
-17,985.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.0% |
| 7D | -3.0% | -0.7% | -2.3% | -3.0% |
| 30D | -5.5% | -13.4% | +8.0% | -3.5% |
| 3M | +14.0% | -17.0% | +31.0% | +16.5% |
| 6M | +4.1% | -1.6% | +5.7% | +3.5% |
| YTD | +8.0% | +11.0% | -2.9% | +5.3% |
| 1Y | -13.7% | +41.9% | -55.6% | -19.2% |
| 3Y | -5.9% | +151.8% | -157.7% | -20.0% |
| 5Y | -8.6% | +163.6% | -172.2% | -23.5% |
| 10Y | +17.3% | +472.9% | -455.6% | -14.5% |
| All | +1,782.5% | +19,768.2% | -17,985.7% | +591.1% |
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 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