+36.0%
KMB vs CNP
+138.0%
-102.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.3% |
| 7D | +0.5% | -4.2% | +4.6% | +1.6% |
| 30D | +12.4% | +5.5% | +6.9% | +10.5% |
| 3M | +1.0% | +0.6% | +0.4% | +0.6% |
| 6M | +12.1% | -2.8% | +15.0% | +12.9% |
| YTD | +11.6% | +7.9% | +3.8% | +8.8% |
| 1Y | +13.1% | +6.7% | +6.5% | +10.6% |
| 3Y | +1.6% | +61.1% | -59.6% | -12.3% |
| 5Y | -0.3% | +73.0% | -73.3% | -16.0% |
| All | +36.0% | +138.0% | -102.1% | -0.7% |
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