-14.8%
KMB vs CNC
+129.2%
-144.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -2.7% |
| 7D | -4.2% | +3.5% | -7.7% | -4.3% |
| 30D | -6.6% | +0.1% | -6.7% | -6.6% |
| 3M | +12.6% | +6.9% | +5.7% | +12.4% |
| 6M | +2.9% | +49.0% | -46.2% | +1.5% |
| YTD | +6.8% | +62.9% | -56.2% | +5.1% |
| 1Y | -14.8% | +134.0% | -148.8% | -19.6% |
| All | -14.8% | +129.2% | -144.0% | -19.6% |
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