-12.8%
KMB vs CNI
+19.3%
-32.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -8.6% | +0.9% | -9.5% | -8.8% |
| 30D | -7.5% | -2.1% | -5.4% | -7.1% |
| 3M | -0.6% | +1.8% | -2.5% | -1.0% |
| 6M | -1.5% | +14.8% | -16.4% | -4.2% |
| YTD | +1.6% | +25.4% | -23.8% | -2.5% |
| 1Y | -20.8% | +32.9% | -53.7% | -24.8% |
| All | -12.8% | +19.3% | -32.1% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling