+481.0%
KMB vs CNI
+6,541.6%
-6,060.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.0% | -2.1% | -0.9% | -2.6% |
| 30D | -5.5% | -3.3% | -2.2% | -4.7% |
| 3M | +14.0% | +3.8% | +10.2% | +12.9% |
| 6M | +4.1% | +12.7% | -8.6% | +1.1% |
| YTD | +8.0% | +26.3% | -18.2% | +2.0% |
| 1Y | -13.7% | +29.9% | -43.6% | -19.2% |
| 3Y | -5.9% | +15.9% | -21.9% | -10.3% |
| 5Y | -8.6% | +6.9% | -15.6% | -12.1% |
| 10Y | +17.3% | +126.8% | -109.5% | -8.5% |
| All | +481.0% | +6,541.6% | -6,060.6% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling