-12.5%
KMB vs CNC
+3.0%
-15.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.1% |
| 7D | -8.6% | -4.9% | -3.7% | -8.3% |
| 30D | -7.5% | -3.8% | -3.8% | -7.3% |
| 3M | -0.6% | -3.2% | +2.6% | -0.5% |
| 6M | -1.5% | +47.9% | -49.4% | -4.8% |
| YTD | +1.6% | +55.7% | -54.1% | -2.3% |
| 1Y | -20.8% | +106.2% | -127.0% | -25.9% |
| 3Y | -12.4% | -2.1% | -10.3% | -13.5% |
| All | -12.5% | +3.0% | -15.5% | -14.9% |
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 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