+1,822.5%
KMB vs CNP
+1,888.5%
-66.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.0% | +2.5% | -5.4% | -3.4% |
| 30D | +9.1% | +4.0% | +5.0% | +8.3% |
| 3M | -0.4% | +1.6% | -2.1% | -0.8% |
| 6M | +13.0% | -1.7% | +14.7% | +13.2% |
| YTD | +10.3% | +8.6% | +1.7% | +8.6% |
| 1Y | +8.2% | +5.8% | +2.4% | +7.0% |
| 3Y | +0.4% | +63.0% | -62.6% | -7.8% |
| 5Y | -2.7% | +74.7% | -77.4% | -11.8% |
| 10Y | +35.7% | +143.7% | -108.0% | +14.0% |
| All | +1,822.5% | +1,888.5% | -66.0% | +813.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling