+245.6%
CRH vs KMB
+14.6%
+231.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | -6.1% | -6.5% | +0.4% | -4.2% |
| 30D | -9.3% | -8.8% | -0.5% | -6.8% |
| 3M | -15.2% | -2.2% | -13.0% | -14.7% |
| 6M | -14.2% | +0.7% | -14.9% | -14.4% |
| YTD | -28.3% | +1.0% | -29.3% | -28.6% |
| 1Y | -21.8% | -20.3% | -1.5% | -17.1% |
| 3Y | +71.6% | -13.3% | +84.9% | +74.1% |
| 5Y | +96.6% | -12.9% | +109.6% | +97.5% |
| All | +245.6% | +14.6% | +231.0% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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