+505.7%
KMB vs CNI
+6,783.7%
-6,278.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +0.9% | +2.5% | -1.6% | +0.3% |
| 30D | +10.1% | +6.1% | +4.0% | +8.5% |
| 3M | 0.0% | +0.1% | -0.1% | 0.0% |
| 6M | +15.7% | +14.9% | +0.8% | +11.9% |
| YTD | +12.6% | +30.9% | -18.2% | +5.4% |
| 1Y | +10.1% | +33.9% | -23.8% | +2.5% |
| 3Y | +2.1% | +20.2% | -18.1% | -3.3% |
| 5Y | -0.7% | +8.2% | -8.8% | -4.6% |
| 10Y | +38.5% | +142.2% | -103.7% | +6.4% |
| All | +505.7% | +6,783.7% | -6,278.0% | +88.6% |
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