+18.0%
KMB vs CNP
+137.5%
-119.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -3.0% | +1.1% | -4.1% | -3.4% |
| 30D | -5.5% | -1.8% | -3.6% | -5.0% |
| 3M | +14.0% | -4.6% | +18.6% | +15.6% |
| 6M | +4.1% | -8.8% | +12.9% | +6.8% |
| YTD | +8.0% | +5.2% | +2.8% | +6.2% |
| 1Y | -13.7% | +8.3% | -22.0% | -16.0% |
| 3Y | -5.9% | +54.9% | -60.8% | -17.8% |
| 5Y | -8.6% | +73.5% | -82.1% | -23.0% |
| All | +18.0% | +137.5% | -119.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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