+13.6%
KMB vs CNC
+122.0%
-108.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.6% | -8.5% | +3.2% |
| 7D | +0.4% | +13.4% | -13.0% | -0.6% |
| 30D | +14.0% | +18.2% | -4.2% | +12.8% |
| 3M | -1.3% | +18.6% | -20.0% | -2.3% |
| 6M | +16.7% | +41.9% | -25.2% | +14.8% |
| YTD | +12.0% | +84.7% | -72.7% | +9.4% |
| 1Y | +13.6% | +110.5% | -96.9% | +9.9% |
| All | +13.6% | +122.0% | -108.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling