+14.1%
KMB vs CNC
+92.8%
-78.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -8.6% | -4.9% | -3.7% | -8.2% |
| 30D | -7.5% | -3.8% | -3.8% | -7.2% |
| 3M | -0.6% | -3.2% | +2.6% | -0.5% |
| 6M | -1.5% | +47.9% | -49.4% | -5.8% |
| YTD | +1.6% | +55.7% | -54.1% | -3.5% |
| 1Y | -20.8% | +106.2% | -127.0% | -27.3% |
| 3Y | -12.4% | -2.1% | -10.3% | -14.5% |
| 5Y | -12.9% | +3.4% | -16.3% | -16.3% |
| All | +14.1% | +92.8% | -78.7% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling