-2.7%
KMB vs CNC
-7.2%
+4.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -3.0% | -5.3% | +2.3% | -2.6% |
| 30D | +9.1% | +2.0% | +7.0% | +8.8% |
| 3M | -0.4% | +4.8% | -5.2% | -0.9% |
| 6M | +13.0% | +18.5% | -5.5% | +11.4% |
| YTD | +10.3% | +70.8% | -60.4% | +5.4% |
| 1Y | +8.2% | +94.1% | -85.9% | +2.3% |
| 3Y | +0.4% | -2.2% | +2.6% | +0.1% |
| 5Y | -2.7% | -7.4% | +4.7% | -2.8% |
| All | -2.7% | -7.2% | +4.5% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling