+13.5%
KMB vs CNI
+138.2%
-124.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | -8.8% | -2.7% | -6.1% | -8.2% |
| 3M | -2.2% | +3.9% | -6.1% | -3.1% |
| 6M | +0.7% | +16.4% | -15.7% | -2.9% |
| YTD | +1.0% | +25.8% | -24.8% | -4.3% |
| 1Y | -20.3% | +32.4% | -52.7% | -25.5% |
| 3Y | -13.3% | +19.1% | -32.3% | -17.7% |
| 5Y | -12.9% | +13.6% | -26.5% | -17.5% |
| All | +13.5% | +138.2% | -124.8% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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