+37.8%
KMB vs CNP
+142.1%
-104.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +10.2% | +5.0% | +5.2% | +8.5% |
| 3M | +1.5% | +2.7% | -1.2% | +0.5% |
| 6M | +16.6% | -1.9% | +18.5% | +17.1% |
| YTD | +12.1% | +8.8% | +3.3% | +9.0% |
| 1Y | +11.1% | +5.6% | +5.4% | +8.9% |
| 3Y | +1.9% | +63.2% | -61.3% | -12.3% |
| 5Y | -1.3% | +73.8% | -75.0% | -16.9% |
| 10Y | +37.8% | +144.0% | -106.2% | -2.8% |
| All | +37.8% | +142.1% | -104.3% | -2.8% |
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