-20.3%
KMB vs CNC
+84.7%
-105.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -6.5% | -0.9% | -5.6% | -6.5% |
| 30D | -8.8% | -1.0% | -7.8% | -8.8% |
| 3M | -2.2% | +4.5% | -6.7% | -2.3% |
| 6M | +0.7% | +85.2% | -84.6% | -0.8% |
| YTD | +1.0% | +61.4% | -60.4% | +0.1% |
| 1Y | -20.3% | +94.9% | -115.2% | -21.5% |
| All | -20.3% | +84.7% | -105.0% | -21.5% |
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